+403.8%
HUT vs TFC
+31.3%
+372.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.8% |
| 7D | +2.8% | -2.5% | +5.3% | +4.6% |
| 30D | +2.1% | -2.8% | +4.9% | +3.9% |
| 3M | -14.3% | +2.1% | -16.4% | -17.0% |
| 6M | +84.2% | +10.1% | +74.1% | +69.0% |
| YTD | +97.2% | +5.4% | +91.8% | +86.0% |
| 1Y | +192.7% | +16.3% | +176.4% | +157.8% |
| 3Y | +712.6% | +95.9% | +616.7% | +423.9% |
| 5Y | +85.5% | +16.0% | +69.5% | +71.6% |
| All | +403.8% | +31.3% | +372.5% | +236.6% |
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 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