+467.2%
HUT vs TMF
-32.2%
+499.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.4% | -5.7% | -7.0% |
| 7D | +9.3% | -9.3% | +18.6% | +10.1% |
| 30D | -23.1% | +1.9% | -25.0% | -23.7% |
| 3M | -30.6% | -11.2% | -19.4% | -29.9% |
| 6M | -46.9% | -17.7% | -29.1% | -45.8% |
| YTD | +25.3% | -24.5% | +49.8% | +28.5% |
| 1Y | +59.8% | -29.4% | +89.3% | +64.4% |
| 3Y | +467.2% | -33.4% | +500.6% | +506.1% |
| All | +467.2% | -32.2% | +499.4% | +506.1% |
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 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