+821.2%
HUT vs TLN
+602.5%
+218.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.8% | +3.6% | +4.5% |
| 7D | +28.3% | +10.9% | +17.4% | +19.8% |
| 30D | +12.3% | -6.3% | +18.6% | +17.8% |
| 3M | -16.8% | -10.7% | -6.1% | -9.7% |
| 6M | +111.4% | +1.6% | +109.7% | +111.2% |
| YTD | +116.6% | -13.1% | +129.7% | +132.9% |
| 1Y | +290.5% | -15.1% | +305.5% | +335.0% |
| 3Y | +792.3% | +495.0% | +297.3% | +210.2% |
| All | +821.2% | +602.5% | +218.7% | +220.9% |
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