+433.3%
HUT vs DLR
+145.6%
+287.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.4% |
| 7D | +18.9% | +2.9% | +16.0% | +16.4% |
| 30D | +12.0% | -1.2% | +13.1% | +13.7% |
| 3M | -14.9% | +2.9% | -17.8% | -16.7% |
| 6M | +96.8% | +6.7% | +90.1% | +89.2% |
| YTD | +108.8% | +23.9% | +84.9% | +80.5% |
| 1Y | +227.4% | +18.6% | +208.7% | +195.7% |
| 3Y | +760.3% | +59.7% | +700.6% | +564.9% |
| 5Y | +86.1% | +42.1% | +44.0% | +50.1% |
| All | +433.3% | +145.6% | +287.7% | +308.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling