+420.1%
HUT vs DLR
+144.7%
+275.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +5.9% |
| 7D | +17.8% | +1.6% | +16.2% | +16.5% |
| 30D | +0.8% | -3.4% | +4.2% | +4.2% |
| 3M | -26.8% | +0.5% | -27.3% | -27.2% |
| 6M | +72.6% | +4.6% | +68.0% | +68.8% |
| YTD | +103.6% | +23.4% | +80.2% | +76.5% |
| 1Y | +265.3% | +19.0% | +246.2% | +229.6% |
| 3Y | +689.4% | +56.5% | +632.9% | +518.1% |
| 5Y | +75.3% | +33.3% | +42.0% | +44.9% |
| All | +420.1% | +144.7% | +275.4% | +299.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling