+331.2%
HUT vs TENB
+22.6%
+308.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.7% | -6.4% | -6.8% |
| 7D | +9.3% | -3.3% | +12.6% | +10.9% |
| 30D | -23.1% | +6.9% | -30.0% | -25.9% |
| 3M | -30.6% | +1.8% | -32.4% | -33.9% |
| 6M | -46.9% | +98.1% | -144.9% | -65.4% |
| YTD | +25.3% | +73.2% | -47.9% | -15.9% |
| 1Y | +59.8% | +50.7% | +9.1% | +15.6% |
| 3Y | +467.2% | +9.3% | +457.9% | +384.2% |
| 5Y | -24.6% | -25.1% | +0.5% | -24.0% |
| All | +331.2% | +22.6% | +308.6% | +233.7% |
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