+428.0%
HUT vs TLN
+683.0%
-255.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.2% | +1.1% | +3.0% |
| 7D | +3.7% | +9.1% | -5.4% | -0.4% |
| 30D | -32.3% | -4.1% | -28.3% | -28.4% |
| 3M | -35.6% | +4.4% | -40.1% | -35.8% |
| 6M | -42.1% | -6.0% | -36.1% | -38.1% |
| YTD | +24.1% | -3.1% | +27.2% | +26.9% |
| 1Y | +27.9% | -6.1% | +33.9% | +34.1% |
| 3Y | +409.1% | +575.3% | -166.2% | +64.7% |
| All | +428.0% | +683.0% | -255.1% | +74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling