+364.2%
HUT vs TENB
+23.5%
+340.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +3.3% |
| 7D | +34.9% | -7.0% | +41.9% | +38.7% |
| 30D | -25.9% | -0.6% | -25.3% | -26.2% |
| 3M | -31.7% | +10.9% | -42.7% | -37.9% |
| 6M | -42.2% | +95.4% | -137.6% | -62.2% |
| YTD | +34.9% | +74.5% | -39.6% | -9.8% |
| 1Y | +48.5% | +49.2% | -0.7% | +8.2% |
| 3Y | +471.2% | +9.7% | +461.5% | +387.0% |
| 5Y | -18.9% | -24.6% | +5.7% | -18.4% |
| All | +364.2% | +23.5% | +340.7% | +258.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling