+1.7%
HUT vs TFC
+20.8%
-19.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.0% | -26.2% | -23.9% |
| 7D | -29.5% | +5.1% | -34.6% | -30.8% |
| 30D | -45.2% | +9.8% | -55.0% | -47.4% |
| 3M | -51.6% | -2.4% | -49.2% | -50.9% |
| 6M | -37.3% | +4.9% | -42.2% | -41.0% |
| YTD | +6.5% | +6.6% | 0.0% | -11.5% |
| 1Y | +1.7% | +21.3% | -19.6% | -34.6% |
| All | +1.7% | +20.8% | -19.1% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling