+448.2%
HUT vs TDG
+432.7%
+15.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.2% | +7.6% | +8.0% |
| 7D | +5.4% | -1.9% | +7.3% | +6.8% |
| 30D | +8.6% | -7.7% | +16.3% | +14.4% |
| 3M | -15.2% | -9.3% | -5.9% | -10.0% |
| 6M | +92.9% | -9.4% | +102.3% | +105.5% |
| YTD | +114.6% | -14.3% | +128.9% | +135.6% |
| 1Y | +208.5% | -11.8% | +220.3% | +230.6% |
| 3Y | +821.5% | +52.0% | +769.5% | +564.5% |
| 5Y | +101.8% | +128.8% | -27.0% | +16.7% |
| All | +448.2% | +432.7% | +15.5% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling