+821.5%
HUT vs TDY
+46.9%
+774.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.2% | +7.6% | +7.4% |
| 7D | +5.4% | -1.1% | +6.5% | +6.8% |
| 30D | +8.6% | -12.0% | +20.7% | +26.3% |
| 3M | -15.2% | -3.2% | -12.0% | -11.9% |
| 6M | +92.9% | -7.9% | +100.7% | +116.1% |
| YTD | +114.6% | +18.2% | +96.4% | +90.4% |
| 1Y | +208.5% | +6.7% | +201.9% | +203.5% |
| 3Y | +821.5% | +47.5% | +773.9% | +668.0% |
| All | +821.5% | +46.9% | +774.6% | +668.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling