+792.3%
HUT vs TE
-20.2%
+812.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +10.0% | -3.6% | +3.6% |
| 7D | +28.3% | +18.2% | +10.0% | +22.6% |
| 30D | +12.3% | -13.5% | +25.8% | +16.3% |
| 3M | -16.8% | -44.6% | +27.8% | -5.0% |
| 6M | +111.4% | -24.7% | +136.1% | +109.9% |
| YTD | +116.6% | -24.3% | +140.8% | +114.2% |
| 1Y | +290.5% | +155.6% | +134.9% | +169.9% |
| 3Y | +792.3% | -18.3% | +810.5% | +686.3% |
| All | +792.3% | -20.2% | +812.5% | +686.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling