+220.1%
HUT vs TEL
+143.7%
+76.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.7% | -6.4% | -6.3% |
| 7D | +9.3% | +4.5% | +4.8% | +4.0% |
| 30D | -23.1% | +2.9% | -26.0% | -25.2% |
| 3M | -30.6% | +1.1% | -31.7% | -31.1% |
| 6M | -46.9% | +5.0% | -51.8% | -50.5% |
| YTD | +25.3% | -3.9% | +29.2% | +32.0% |
| 1Y | +59.8% | -7.4% | +67.3% | +76.6% |
| 3Y | +467.2% | +81.0% | +386.2% | +195.5% |
| 5Y | -24.6% | +42.3% | -66.9% | -44.9% |
| All | +220.1% | +143.7% | +76.4% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling