+192.7%
HUT vs TAP
-34.9%
+227.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -4.5% | +19.1% | +15.1% |
| 7D | -11.4% | +0.5% | -11.9% | -11.9% |
| 30D | -41.0% | +9.1% | -50.2% | -42.4% |
| 3M | -41.9% | -3.8% | -38.1% | -42.1% |
| 6M | -51.7% | -3.4% | -48.2% | -52.2% |
| YTD | +14.6% | -10.6% | +25.2% | +14.5% |
| 1Y | +21.4% | -4.4% | +25.8% | +18.8% |
| 3Y | +359.8% | -24.4% | +384.2% | +371.7% |
| 5Y | -27.5% | +2.1% | -29.6% | -30.5% |
| All | +192.7% | -34.9% | +227.6% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling