+717.0%
HUT vs TLN
+476.4%
+240.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.8% | +2.4% | +3.6% |
| 7D | +17.8% | +7.1% | +10.7% | +12.6% |
| 30D | +0.8% | -3.9% | +4.7% | +3.7% |
| 3M | -26.8% | -16.2% | -10.6% | -17.0% |
| 6M | +72.6% | -5.8% | +78.4% | +81.4% |
| YTD | +103.6% | -15.4% | +119.1% | +123.0% |
| 1Y | +265.3% | -16.7% | +281.9% | +312.1% |
| All | +717.0% | +476.4% | +240.6% | +211.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling