+359.8%
HUT vs TMF
-25.3%
+385.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.2% | +14.7% | +14.6% |
| 7D | -11.4% | +1.2% | -12.6% | -11.5% |
| 30D | -41.0% | +19.7% | -60.8% | -42.3% |
| 3M | -41.9% | -2.1% | -39.8% | -41.8% |
| 6M | -51.7% | -13.4% | -38.2% | -50.9% |
| YTD | +14.6% | -16.7% | +31.3% | +16.6% |
| 1Y | +21.4% | -23.3% | +44.7% | +23.9% |
| 3Y | +359.8% | -24.8% | +384.6% | +373.5% |
| All | +359.8% | -25.3% | +385.1% | +373.5% |
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