+453.2%
HUT vs TDG
+435.0%
+18.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.5% | +7.8% | +7.4% |
| 7D | +28.3% | -0.9% | +29.2% | +29.0% |
| 30D | +12.3% | -6.5% | +18.8% | +17.2% |
| 3M | -16.8% | -5.1% | -11.7% | -14.7% |
| 6M | +111.4% | -11.5% | +122.9% | +128.8% |
| YTD | +116.6% | -13.9% | +130.5% | +136.8% |
| 1Y | +290.5% | -11.5% | +301.9% | +316.9% |
| 3Y | +792.3% | +53.7% | +738.6% | +537.7% |
| 5Y | +94.1% | +135.5% | -41.4% | +10.3% |
| All | +453.2% | +435.0% | +18.2% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling