+720.6%
HUT vs TMF
-42.2%
+762.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.2% |
| 7D | +17.8% | -1.4% | +19.2% | +18.0% |
| 30D | +0.8% | -2.8% | +3.7% | +1.2% |
| 3M | -26.8% | -10.9% | -15.9% | -25.8% |
| 6M | +72.6% | -21.3% | +93.9% | +76.1% |
| YTD | +103.6% | -15.9% | +119.5% | +107.2% |
| 1Y | +265.3% | -15.7% | +281.0% | +270.5% |
| All | +720.6% | -42.2% | +762.8% | +746.0% |
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