+501.6%
HUT vs TMF
-28.1%
+529.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.1% | +7.5% | +7.6% |
| 7D | +24.8% | -3.4% | +28.1% | +25.1% |
| 30D | -28.4% | +11.5% | -39.9% | -29.5% |
| 3M | -31.2% | -4.5% | -26.7% | -31.0% |
| 6M | -40.2% | -15.0% | -25.3% | -39.2% |
| YTD | +32.9% | -19.9% | +52.8% | +35.7% |
| 1Y | +39.1% | -26.6% | +65.6% | +42.5% |
| All | +501.6% | -28.1% | +529.7% | +540.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling