-18.9%
HUT vs THC
+258.8%
-277.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.3% |
| 7D | +34.9% | +0.1% | +34.7% | +34.8% |
| 30D | -25.9% | +7.5% | -33.4% | -29.0% |
| 3M | -31.7% | +7.5% | -39.2% | -35.0% |
| 6M | -42.2% | +46.4% | -88.7% | -53.8% |
| YTD | +34.9% | +44.4% | -9.4% | +7.5% |
| 1Y | +48.5% | +43.4% | +5.1% | +19.1% |
| 3Y | +471.2% | +433.3% | +37.9% | +82.1% |
| 5Y | -18.9% | +262.5% | -281.4% | -66.7% |
| All | -18.9% | +258.8% | -277.6% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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