+85.5%
HUT vs TDG
+125.9%
-40.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.7% | -5.7% |
| 7D | +2.8% | -2.7% | +5.5% | +5.6% |
| 30D | +2.1% | -9.3% | +11.3% | +11.6% |
| 3M | -14.3% | -7.1% | -7.2% | -9.3% |
| 6M | +84.2% | -11.2% | +95.4% | +103.8% |
| YTD | +97.2% | -15.3% | +112.5% | +124.9% |
| 1Y | +192.7% | -12.5% | +205.2% | +219.5% |
| 3Y | +712.6% | +51.2% | +661.4% | +321.4% |
| 5Y | +85.5% | +126.1% | -40.7% | -41.1% |
| All | +85.5% | +125.9% | -40.4% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling