+936.4%
HUT vs DT
+98.4%
+838.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -4.0% |
| 7D | +18.9% | -0.5% | +19.4% | +19.1% |
| 30D | +12.0% | +0.1% | +11.9% | +10.7% |
| 3M | -14.9% | +24.1% | -39.0% | -29.1% |
| 6M | +96.8% | +30.1% | +66.7% | +51.0% |
| YTD | +108.8% | +16.8% | +92.0% | +70.0% |
| 1Y | +227.4% | -0.1% | +227.5% | +199.0% |
| 3Y | +760.3% | +6.8% | +753.4% | +628.2% |
| 5Y | +86.1% | -28.4% | +114.4% | +101.7% |
| All | +936.4% | +98.4% | +838.0% | +588.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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