+792.3%
HUT vs DLR
+57.6%
+734.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.6% | +5.8% | +5.6% |
| 7D | +28.3% | +3.4% | +24.9% | +23.5% |
| 30D | +12.3% | -2.2% | +14.5% | +16.2% |
| 3M | -16.8% | +4.7% | -21.5% | -21.8% |
| 6M | +111.4% | +9.0% | +102.4% | +92.4% |
| YTD | +116.6% | +24.1% | +92.4% | +71.0% |
| 1Y | +290.5% | +20.9% | +269.5% | +222.8% |
| 3Y | +792.3% | +60.0% | +732.3% | +583.7% |
| All | +792.3% | +57.6% | +734.7% | +583.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling