+217.0%
HUT vs DRI
+214.3%
+2.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +7.5% |
| 7D | +3.7% | +3.1% | +0.5% | +1.0% |
| 30D | -32.3% | +16.2% | -48.6% | -38.5% |
| 3M | -35.6% | +8.4% | -44.0% | -39.5% |
| 6M | -42.1% | +19.0% | -61.1% | -49.3% |
| YTD | +24.1% | +28.8% | -4.7% | +3.3% |
| 1Y | +27.9% | +33.1% | -5.3% | +3.8% |
| 3Y | +409.1% | +70.8% | +338.3% | +249.7% |
| 5Y | -25.9% | +74.2% | -100.2% | -47.5% |
| All | +217.0% | +214.3% | +2.7% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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