+448.2%
HUT vs DTE
+106.4%
+341.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.3% | +10.1% | +9.4% |
| 7D | +5.4% | -2.6% | +8.0% | +6.7% |
| 30D | +8.6% | -4.4% | +13.0% | +10.9% |
| 3M | -15.2% | -8.3% | -6.9% | -12.2% |
| 6M | +92.9% | -8.1% | +101.0% | +98.3% |
| YTD | +114.6% | +4.4% | +110.2% | +106.9% |
| 1Y | +208.5% | +0.2% | +208.3% | +203.8% |
| 3Y | +821.5% | +42.6% | +778.9% | +634.1% |
| 5Y | +101.8% | +31.5% | +70.4% | +66.7% |
| All | +448.2% | +106.4% | +341.9% | +271.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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