+453.2%
HUT vs TDY
+218.4%
+234.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.9% | +7.3% | +7.2% |
| 7D | +28.3% | -0.9% | +29.1% | +29.2% |
| 30D | +12.3% | -12.5% | +24.8% | +26.0% |
| 3M | -16.8% | -1.2% | -15.6% | -15.7% |
| 6M | +111.4% | -6.6% | +117.9% | +129.3% |
| YTD | +116.6% | +18.5% | +98.1% | +94.4% |
| 1Y | +290.5% | +10.8% | +279.7% | +273.2% |
| 3Y | +792.3% | +47.5% | +744.8% | +581.0% |
| 5Y | +94.1% | +35.8% | +58.3% | +63.3% |
| All | +453.2% | +218.4% | +234.8% | +227.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling