+86.3%
HUT vs TFC
+16.2%
+70.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.1% |
| 7D | +17.8% | +2.4% | +15.4% | +15.3% |
| 30D | +0.8% | -1.3% | +2.1% | +1.8% |
| 3M | -26.8% | +6.1% | -32.8% | -32.5% |
| 6M | +72.6% | +7.3% | +65.2% | +58.2% |
| YTD | +103.6% | +8.2% | +95.4% | +83.2% |
| 1Y | +265.3% | +14.4% | +250.8% | +211.7% |
| 3Y | +689.4% | +93.7% | +595.7% | +341.4% |
| All | +86.3% | +16.2% | +70.2% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling