+420.1%
HUT vs DLTR
+44.4%
+375.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.1% |
| 7D | +17.8% | +2.5% | +15.3% | +16.9% |
| 30D | +0.8% | +2.1% | -1.2% | -0.2% |
| 3M | -26.8% | +20.3% | -47.1% | -31.6% |
| 6M | +72.6% | +11.5% | +61.0% | +64.0% |
| YTD | +103.6% | +6.8% | +96.8% | +96.1% |
| 1Y | +265.3% | +31.1% | +234.2% | +229.8% |
| 3Y | +689.4% | +10.7% | +678.7% | +621.7% |
| 5Y | +75.3% | +41.6% | +33.7% | +55.0% |
| All | +420.1% | +44.4% | +375.7% | +344.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling