+453.2%
HUT vs TKO
+462.5%
-9.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +5.0% | +1.4% | +4.1% |
| 7D | +28.3% | +7.2% | +21.1% | +24.4% |
| 30D | +12.3% | +4.7% | +7.6% | +9.6% |
| 3M | -16.8% | -3.2% | -13.6% | -16.2% |
| 6M | +111.4% | -2.9% | +114.2% | +112.5% |
| YTD | +116.6% | -5.8% | +122.4% | +119.4% |
| 1Y | +290.5% | -1.1% | +291.5% | +285.6% |
| 3Y | +792.3% | +111.1% | +681.2% | +522.3% |
| 5Y | +94.1% | +315.6% | -221.4% | -0.6% |
| All | +453.2% | +462.5% | -9.3% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TKO 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling