+215.7%
HUT vs TMF
-80.0%
+295.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.4% | -0.5% |
| 7D | -10.9% | -1.1% | -9.9% | -11.0% |
| 30D | -32.6% | +11.8% | -44.4% | -32.5% |
| 3M | -33.7% | -4.0% | -29.7% | -33.7% |
| 6M | -42.3% | -16.5% | -25.8% | -42.5% |
| YTD | +23.6% | -19.9% | +43.5% | +23.0% |
| 1Y | +20.4% | -25.6% | +45.9% | +19.5% |
| 3Y | +423.2% | -29.9% | +453.1% | +424.2% |
| 5Y | -19.4% | -88.2% | +68.8% | -35.2% |
| All | +215.7% | -80.0% | +295.7% | +147.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling