+86.3%
HUT vs TAP
+2.2%
+84.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.2% |
| 7D | +17.8% | -2.3% | +20.1% | +18.3% |
| 30D | +0.8% | -2.1% | +3.0% | +1.0% |
| 3M | -26.8% | +6.6% | -33.4% | -28.8% |
| 6M | +72.6% | -11.5% | +84.1% | +76.7% |
| YTD | +103.6% | -10.3% | +113.9% | +105.4% |
| 1Y | +265.3% | -14.4% | +279.7% | +272.6% |
| 3Y | +689.4% | -28.3% | +717.7% | +749.9% |
| All | +86.3% | +2.2% | +84.2% | +68.6% |
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