+86.1%
HUT vs TGT
-25.2%
+111.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -1.6% |
| 7D | +18.9% | -3.6% | +22.5% | +21.6% |
| 30D | +12.0% | +4.4% | +7.6% | +8.0% |
| 3M | -14.9% | +25.4% | -40.2% | -28.0% |
| 6M | +96.8% | +33.4% | +63.4% | +59.5% |
| YTD | +108.8% | +65.6% | +43.2% | +45.8% |
| 1Y | +227.4% | +80.3% | +147.1% | +114.7% |
| 3Y | +760.3% | +42.1% | +718.1% | +484.4% |
| 5Y | +86.1% | -25.0% | +111.1% | +119.2% |
| All | +86.1% | -25.2% | +111.2% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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