+796.4%
HUT vs TFC
+91.9%
+704.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -2.8% |
| 7D | +18.9% | -1.3% | +20.2% | +20.5% |
| 30D | +12.0% | -2.3% | +14.3% | +14.2% |
| 3M | -14.9% | +2.5% | -17.3% | -19.6% |
| 6M | +96.8% | +9.5% | +87.3% | +72.3% |
| YTD | +108.8% | +5.1% | +103.7% | +89.1% |
| 1Y | +227.4% | +15.5% | +211.9% | +166.5% |
| All | +796.4% | +91.9% | +704.6% | +418.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling