+37.3%
HUT vs DOCN
+102.5%
-65.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -7.2% | -16.1% | -19.3% |
| 7D | -29.5% | -20.0% | -9.5% | -19.5% |
| 30D | -45.2% | -38.8% | -6.4% | -27.5% |
| 3M | -51.6% | -34.8% | -16.8% | -39.5% |
| 6M | -37.3% | -22.8% | -14.5% | -33.6% |
| YTD | +6.5% | +74.6% | -68.1% | -33.9% |
| 1Y | +1.7% | +116.4% | -114.7% | -44.8% |
| 3Y | +314.7% | +239.3% | +75.4% | +54.1% |
| 5Y | -33.4% | -20.2% | -13.2% | -51.9% |
| All | +37.3% | +102.5% | -65.2% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling