+220.1%
HUT vs DRI
+212.9%
+7.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.4% | -7.5% | -7.3% |
| 7D | +9.3% | +1.1% | +8.3% | +8.8% |
| 30D | -23.1% | +9.7% | -32.8% | -27.8% |
| 3M | -30.6% | +3.2% | -33.8% | -33.1% |
| 6M | -46.9% | +20.6% | -67.4% | -53.8% |
| YTD | +25.3% | +28.3% | -2.9% | +4.6% |
| 1Y | +59.8% | +34.5% | +25.3% | +29.1% |
| 3Y | +467.2% | +66.5% | +400.7% | +295.5% |
| 5Y | -24.6% | +79.6% | -104.3% | -47.2% |
| All | +220.1% | +212.9% | +7.2% | +56.7% |
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