+420.1%
HUT vs DTE
+111.8%
+308.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.5% |
| 7D | +17.8% | +0.2% | +17.6% | +17.7% |
| 30D | +0.8% | -2.6% | +3.4% | +2.1% |
| 3M | -26.8% | -3.9% | -22.9% | -26.1% |
| 6M | +72.6% | -7.9% | +80.5% | +77.3% |
| YTD | +103.6% | +7.2% | +96.4% | +94.0% |
| 1Y | +265.3% | +3.1% | +262.2% | +255.0% |
| 3Y | +689.4% | +47.6% | +641.8% | +518.6% |
| 5Y | +75.3% | +32.7% | +42.6% | +44.6% |
| All | +420.1% | +111.8% | +308.3% | +248.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling