+453.2%
HUT vs DRI
+188.9%
+264.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +7.3% |
| 7D | +28.3% | -1.2% | +29.5% | +29.0% |
| 30D | +12.3% | -0.4% | +12.7% | +11.9% |
| 3M | -16.8% | +9.5% | -26.3% | -22.5% |
| 6M | +111.4% | +6.5% | +104.9% | +99.6% |
| YTD | +116.6% | +18.4% | +98.1% | +91.3% |
| 1Y | +290.5% | +4.2% | +286.2% | +268.1% |
| 3Y | +792.3% | +57.1% | +735.2% | +551.2% |
| 5Y | +94.1% | +70.4% | +23.7% | +42.0% |
| All | +453.2% | +188.9% | +264.3% | +186.7% |
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