+155.5%
HUT vs DOC
+38.2%
+117.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -5.9% | -6.0% |
| 7D | -30.8% | +6.2% | -37.1% | -33.7% |
| 30D | -50.2% | +6.5% | -56.6% | -52.5% |
| 3M | -50.5% | -6.2% | -44.2% | -49.2% |
| 6M | -42.9% | +25.6% | -68.5% | -51.0% |
| YTD | 0.0% | +32.1% | -32.1% | -16.6% |
| 1Y | -2.2% | +20.3% | -22.5% | -14.3% |
| 3Y | +289.4% | +42.7% | +246.7% | +205.7% |
| 5Y | -36.7% | -22.2% | -14.6% | -31.2% |
| All | +155.5% | +38.2% | +117.2% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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