-43.1%
HUT vs TE
-67.2%
+24.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.9% | +4.7% | +6.5% |
| 7D | +24.8% | -22.0% | +46.7% | +35.4% |
| 30D | -28.4% | -33.6% | +5.3% | -17.9% |
| 3M | -31.2% | -61.1% | +29.8% | -8.6% |
| All | -43.1% | -67.2% | +24.1% | -26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling