+420.1%
HUT vs TEL
+135.0%
+285.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.6% |
| 7D | +17.8% | +3.0% | +14.8% | +13.7% |
| 30D | +0.8% | -3.9% | +4.8% | +5.1% |
| 3M | -26.8% | -5.1% | -21.7% | -24.0% |
| 6M | +72.6% | +0.6% | +72.0% | +69.6% |
| YTD | +103.6% | -7.3% | +110.9% | +121.3% |
| 1Y | +265.3% | +1.1% | +264.1% | +264.3% |
| 3Y | +689.4% | +63.7% | +625.7% | +358.0% |
| 5Y | +75.3% | +50.7% | +24.7% | +22.0% |
| All | +420.1% | +135.0% | +285.1% | +101.0% |
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