+1,170.0%
HUT vs DOW
-10.0%
+1,180.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.4% |
| 7D | -10.9% | -6.8% | -4.1% | -7.1% |
| 30D | -32.6% | +10.8% | -43.4% | -36.8% |
| 3M | -33.7% | +4.1% | -37.9% | -36.3% |
| 6M | -42.3% | -12.7% | -29.6% | -39.6% |
| YTD | +23.6% | +39.2% | -15.6% | -9.7% |
| 1Y | +20.4% | +49.5% | -29.1% | -16.6% |
| 3Y | +423.2% | -24.4% | +447.6% | +451.7% |
| 5Y | -19.4% | -29.6% | +10.2% | -8.1% |
| All | +1,170.0% | -10.0% | +1,180.0% | +892.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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