-21.3%
HUT vs TAP
+0.6%
-21.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +3.2% | -10.3% | -7.2% |
| 7D | +9.3% | +1.3% | +8.1% | +9.3% |
| 30D | -23.1% | +5.7% | -28.8% | -24.1% |
| 3M | -30.6% | -1.9% | -28.7% | -30.8% |
| 6M | -46.9% | +0.9% | -47.8% | -47.8% |
| YTD | +25.3% | -9.5% | +34.8% | +25.6% |
| 1Y | +59.8% | -9.0% | +68.8% | +59.3% |
| 3Y | +467.2% | -22.2% | +489.4% | +481.9% |
| All | -21.3% | +0.6% | -21.9% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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