+265.3%
HUT vs TMF
-15.2%
+280.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.1% |
| 7D | +17.8% | -1.4% | +19.2% | +18.3% |
| 30D | +0.8% | -2.8% | +3.7% | +1.8% |
| 3M | -26.8% | -10.9% | -15.9% | -23.4% |
| 6M | +72.6% | -21.3% | +93.9% | +74.4% |
| YTD | +103.6% | -15.9% | +119.5% | +114.2% |
| 1Y | +265.3% | -15.7% | +281.0% | +294.5% |
| All | +265.3% | -15.2% | +280.5% | +294.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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