+403.8%
HUT vs DLTR
+30.4%
+373.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.8% | -5.6% |
| 7D | +2.8% | -9.4% | +12.3% | +5.6% |
| 30D | +2.1% | -7.3% | +9.4% | +3.7% |
| 3M | -14.3% | +7.6% | -21.8% | -17.3% |
| 6M | +84.2% | +1.6% | +82.6% | +79.4% |
| YTD | +97.2% | -3.5% | +100.8% | +95.2% |
| 1Y | +192.7% | +20.0% | +172.7% | +170.9% |
| 3Y | +712.6% | +2.3% | +710.3% | +657.1% |
| 5Y | +85.5% | +31.5% | +53.9% | +67.2% |
| All | +403.8% | +30.4% | +373.4% | +342.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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