+94.1%
HUT vs DT
-28.6%
+122.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.1% | +9.5% | +8.5% |
| 7D | +28.3% | -4.9% | +33.1% | +32.3% |
| 30D | +12.3% | +2.7% | +9.6% | +8.7% |
| 3M | -16.8% | +20.0% | -36.8% | -30.2% |
| 6M | +111.4% | +28.0% | +83.3% | +59.5% |
| YTD | +116.6% | +16.0% | +100.5% | +73.7% |
| 1Y | +290.5% | +0.7% | +289.7% | +254.9% |
| 3Y | +792.3% | +6.2% | +786.1% | +635.1% |
| 5Y | +94.1% | -28.1% | +122.3% | +94.9% |
| All | +94.1% | -28.6% | +122.8% | +94.9% |
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