+448.2%
HUT vs TKO
+448.1%
+0.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.5% | +8.7% |
| 7D | +5.4% | +2.3% | +3.1% | +4.4% |
| 30D | +8.6% | -2.5% | +11.1% | +9.6% |
| 3M | -15.2% | -10.6% | -4.6% | -11.5% |
| 6M | +92.9% | -5.1% | +97.9% | +96.1% |
| YTD | +114.6% | -8.2% | +122.8% | +120.1% |
| 1Y | +208.5% | -4.4% | +212.9% | +210.0% |
| 3Y | +821.5% | +100.4% | +721.1% | +558.4% |
| 5Y | +101.8% | +294.3% | -192.5% | +5.7% |
| All | +448.2% | +448.1% | +0.1% | +155.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling