+86.1%
HUT vs TEL
+50.8%
+35.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.4% |
| 7D | +18.9% | +1.2% | +17.7% | +16.8% |
| 30D | +12.0% | -4.1% | +16.1% | +17.7% |
| 3M | -14.9% | -2.6% | -12.3% | -14.7% |
| 6M | +96.8% | 0.0% | +96.8% | +90.0% |
| YTD | +108.8% | -9.1% | +117.9% | +132.2% |
| 1Y | +227.4% | -0.8% | +228.2% | +223.4% |
| 3Y | +760.3% | +67.4% | +692.9% | +264.5% |
| 5Y | +86.1% | +51.8% | +34.3% | +3.2% |
| All | +86.1% | +50.8% | +35.3% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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