+433.1%
HUT vs TLN
+710.8%
-277.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.8% | -4.3% | -5.1% |
| 7D | +9.3% | +11.0% | -1.7% | +1.5% |
| 30D | -23.1% | +4.9% | -28.0% | -23.7% |
| 3M | -30.6% | +4.9% | -35.5% | -31.1% |
| 6M | -46.9% | +7.1% | -54.0% | -47.7% |
| YTD | +25.3% | +0.3% | +25.0% | +25.2% |
| 1Y | +59.8% | +5.9% | +53.9% | +54.0% |
| 3Y | +467.2% | +578.5% | -111.3% | +82.9% |
| All | +433.1% | +710.8% | -277.7% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling