-33.8%
HUT vs TFC
-2.5%
-31.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.9% | +15.5% | +15.4% |
| 7D | -11.4% | +1.2% | -12.6% | -13.6% |
| 30D | -41.0% | +8.3% | -49.4% | -46.3% |
| 3M | -41.9% | -5.2% | -36.7% | -40.5% |
| 6M | -51.7% | -0.8% | -50.9% | -53.8% |
| YTD | +14.6% | +3.4% | +11.2% | +5.2% |
| 1Y | +21.4% | +17.0% | +4.4% | -0.9% |
| 3Y | +359.8% | +86.2% | +273.7% | +162.8% |
| All | -33.8% | -2.5% | -31.2% | -28.3% |
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