-46.9%
HUT vs TD
+16.5%
-63.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.1% | -7.1% |
| 7D | +9.3% | +1.1% | +8.2% | +8.4% |
| 30D | -23.1% | +5.2% | -28.3% | -27.9% |
| 3M | -30.6% | +1.2% | -31.8% | -32.0% |
| 6M | -46.9% | +17.7% | -64.6% | -58.5% |
| All | -46.9% | +16.5% | -63.4% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 6mo: compounded portfolio wealth divided by compounded TD 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…
6mo analysis · Full analysis span regression · 6 months rolling