+47.7%
HUT vs DOCN
+74.7%
-27.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +2.5% | +12.1% | +13.2% |
| 7D | -11.4% | -19.2% | +7.8% | +0.1% |
| 30D | -41.0% | -43.1% | +2.0% | -19.1% |
| 3M | -41.9% | -40.7% | -1.2% | -23.9% |
| 6M | -51.7% | -55.0% | +3.3% | -28.3% |
| YTD | +14.6% | +50.6% | -36.0% | -23.3% |
| 1Y | +21.4% | +54.0% | -32.6% | -18.8% |
| 3Y | +359.8% | +203.9% | +155.9% | +80.2% |
| 5Y | -27.5% | -29.4% | +1.9% | -43.9% |
| All | +47.7% | +74.7% | -27.0% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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