-21.3%
HUT vs DTE
+46.4%
-67.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.4% | -7.5% | -7.2% |
| 7D | +9.3% | +3.4% | +5.9% | +8.5% |
| 30D | -23.1% | +8.9% | -32.0% | -24.9% |
| 3M | -30.6% | +1.1% | -31.6% | -30.8% |
| 6M | -46.9% | +0.1% | -46.9% | -47.4% |
| YTD | +25.3% | +11.1% | +14.3% | +19.2% |
| 1Y | +59.8% | +4.9% | +54.9% | +55.4% |
| 3Y | +467.2% | +58.6% | +408.6% | +349.5% |
| All | -21.3% | +46.4% | -67.7% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling