-13.9%
HUT vs TENB
-21.4%
+7.5%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.3% | +5.2% | +6.5% |
| 7D | +24.8% | -9.3% | +34.1% | +30.2% |
| 30D | -28.4% | +5.3% | -33.7% | -30.5% |
| 3M | -31.2% | +13.5% | -44.7% | -38.5% |
| 6M | -40.2% | +101.5% | -141.7% | -64.4% |
| YTD | +32.9% | +82.4% | -49.5% | -19.5% |
| 1Y | +39.1% | +53.0% | -14.0% | -4.4% |
| 3Y | +462.8% | +14.8% | +448.0% | +362.8% |
| 5Y | -13.9% | -21.2% | +7.3% | -11.0% |
| All | -13.9% | -21.4% | +7.5% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling