+86.3%
HUT vs DLR
+33.9%
+52.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +5.8% |
| 7D | +17.8% | +1.6% | +16.2% | +16.0% |
| 30D | +0.8% | -3.4% | +4.2% | +5.3% |
| 3M | -26.8% | +0.5% | -27.3% | -27.6% |
| 6M | +72.6% | +4.6% | +68.0% | +66.2% |
| YTD | +103.6% | +23.4% | +80.2% | +65.6% |
| 1Y | +265.3% | +19.0% | +246.2% | +213.1% |
| 3Y | +689.4% | +56.5% | +632.9% | +441.8% |
| All | +86.3% | +33.9% | +52.5% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling