+1.7%
HUT vs TLN
-17.6%
+19.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -8.5% | -14.7% | -15.9% |
| 7D | -29.5% | -6.0% | -23.5% | -24.0% |
| 30D | -45.2% | -1.5% | -43.6% | -42.7% |
| 3M | -51.6% | -3.9% | -47.7% | -48.5% |
| 6M | -37.3% | -15.0% | -22.3% | -26.5% |
| YTD | +6.5% | -12.8% | +19.4% | +15.0% |
| 1Y | +1.7% | -17.3% | +19.0% | +23.0% |
| All | +1.7% | -17.6% | +19.3% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling