+420.1%
HUT vs TGT
+193.2%
+226.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.1% |
| 7D | +17.8% | +0.8% | +17.0% | +17.3% |
| 30D | +0.8% | +12.2% | -11.3% | -5.6% |
| 3M | -26.8% | +33.8% | -60.6% | -38.0% |
| 6M | +72.6% | +39.3% | +33.3% | +42.9% |
| YTD | +103.6% | +72.9% | +30.8% | +50.2% |
| 1Y | +265.3% | +84.6% | +180.7% | +159.1% |
| 3Y | +689.4% | +46.2% | +643.2% | +494.2% |
| 5Y | +75.3% | -21.3% | +96.7% | +77.0% |
| All | +420.1% | +193.2% | +226.9% | +327.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling