+910.8%
HUT vs DT
+103.5%
+807.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +7.2% |
| 7D | +17.8% | -3.3% | +21.1% | +20.1% |
| 30D | +0.8% | +2.0% | -1.2% | -1.5% |
| 3M | -26.8% | +20.0% | -46.8% | -37.4% |
| 6M | +72.6% | +39.3% | +33.3% | +26.0% |
| YTD | +103.6% | +19.8% | +83.9% | +63.4% |
| 1Y | +265.3% | +4.3% | +261.0% | +225.1% |
| 3Y | +689.4% | +7.7% | +681.7% | +567.4% |
| 5Y | +75.3% | -26.8% | +102.2% | +87.8% |
| All | +910.8% | +103.5% | +807.2% | +562.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling