-33.8%
HUT vs DT
-43.6%
+9.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.6% | +15.2% | +15.0% |
| 7D | -11.4% | -24.7% | +13.3% | +4.3% |
| 30D | -41.0% | -27.4% | -13.7% | -28.5% |
| 3M | -41.9% | -11.1% | -30.8% | -39.9% |
| 6M | -51.7% | +13.7% | -65.4% | -60.9% |
| YTD | +14.6% | +0.2% | +14.4% | -1.9% |
| 1Y | +21.4% | -5.7% | +27.1% | +9.6% |
| 3Y | +359.8% | -8.1% | +367.9% | +302.2% |
| All | -33.8% | -43.6% | +9.8% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling