+1,709.2%
HUT vs TE
-52.9%
+1,762.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.2% | +8.6% |
| 7D | +5.4% | +0.2% | +5.2% | +5.4% |
| 30D | +8.6% | -5.9% | +14.5% | +10.7% |
| 3M | -15.2% | -45.6% | +30.3% | +0.5% |
| 6M | +92.9% | -43.4% | +136.2% | +109.0% |
| YTD | +114.6% | -31.0% | +145.6% | +114.7% |
| 1Y | +208.5% | +145.2% | +63.3% | +84.4% |
| 3Y | +821.5% | -24.1% | +845.5% | +572.1% |
| 5Y | +101.8% | -48.1% | +150.0% | +78.6% |
| All | +1,709.2% | -52.9% | +1,762.0% | +1,495.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling