+522.0%
HUT vs DT
+75.7%
+446.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -7.0% |
| 7D | +9.3% | +3.1% | +6.2% | +7.4% |
| 30D | -23.1% | -29.5% | +6.4% | -5.8% |
| 3M | -30.6% | -11.7% | -18.9% | -27.4% |
| 6M | -46.9% | +29.0% | -75.8% | -58.6% |
| YTD | +25.3% | +3.4% | +21.9% | +7.5% |
| 1Y | +59.8% | -4.2% | +64.1% | +45.1% |
| 3Y | +467.2% | -12.8% | +480.0% | +437.8% |
| 5Y | -24.6% | -39.6% | +14.9% | -11.1% |
| All | +522.0% | +75.7% | +446.4% | +335.5% |
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