+220.1%
HUT vs TMF
-81.2%
+301.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.4% | -5.7% | -7.1% |
| 7D | +9.3% | -9.3% | +18.6% | +9.1% |
| 30D | -23.1% | +1.9% | -25.0% | -23.1% |
| 3M | -30.6% | -11.2% | -19.4% | -30.7% |
| 6M | -46.9% | -17.7% | -29.1% | -47.0% |
| YTD | +25.3% | -24.5% | +49.8% | +24.6% |
| 1Y | +59.8% | -29.4% | +89.3% | +58.4% |
| 3Y | +467.2% | -33.4% | +500.6% | +467.6% |
| 5Y | -24.6% | -88.7% | +64.1% | -39.4% |
| All | +220.1% | -81.2% | +301.3% | +150.1% |
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