+220.1%
HUT vs TFC
+31.7%
+188.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.2% | -8.3% | -8.0% |
| 7D | +9.3% | +2.3% | +7.1% | +7.6% |
| 30D | -23.1% | +10.8% | -33.9% | -29.6% |
| 3M | -30.6% | -3.8% | -26.8% | -30.0% |
| 6M | -46.9% | +9.6% | -56.4% | -52.2% |
| YTD | +25.3% | +5.8% | +19.5% | +16.1% |
| 1Y | +59.8% | +16.2% | +43.7% | +38.5% |
| 3Y | +467.2% | +96.0% | +371.2% | +261.0% |
| 5Y | -24.6% | +1.7% | -26.3% | -26.3% |
| All | +220.1% | +31.7% | +188.4% | +110.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling