+104.6%
HUT vs TDY
+39.0%
+65.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.2% | +7.6% | +7.2% |
| 7D | +5.4% | -1.1% | +6.5% | +7.0% |
| 30D | +8.6% | -12.0% | +20.7% | +28.3% |
| 3M | -15.2% | -3.2% | -12.0% | -11.7% |
| 6M | +92.9% | -7.9% | +100.7% | +119.7% |
| YTD | +114.6% | +18.2% | +96.4% | +80.4% |
| 1Y | +208.5% | +6.7% | +201.9% | +196.9% |
| 3Y | +821.5% | +47.5% | +773.9% | +474.7% |
| All | +104.6% | +39.0% | +65.5% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling