+600.7%
HUT vs TENB
+3.0%
+597.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.5% |
| 7D | +17.8% | -9.1% | +26.9% | +22.6% |
| 30D | +0.8% | -4.9% | +5.7% | +0.9% |
| 3M | -26.8% | +16.9% | -43.7% | -35.9% |
| 6M | +72.6% | +68.0% | +4.6% | +21.5% |
| YTD | +103.6% | +45.6% | +58.1% | +51.8% |
| 1Y | +265.3% | +12.7% | +252.5% | +212.9% |
| 3Y | +689.4% | -24.4% | +713.8% | +713.1% |
| 5Y | +75.3% | -26.7% | +102.1% | +85.0% |
| All | +600.7% | +3.0% | +597.7% | +502.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling