+192.7%
HUT vs TMF
-79.2%
+272.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.2% | +14.7% | +14.6% |
| 7D | -11.4% | +1.2% | -12.6% | -11.3% |
| 30D | -41.0% | +19.7% | -60.8% | -40.8% |
| 3M | -41.9% | -2.1% | -39.8% | -41.9% |
| 6M | -51.7% | -13.4% | -38.2% | -51.8% |
| YTD | +14.6% | -16.7% | +31.3% | +14.2% |
| 1Y | +21.4% | -23.3% | +44.7% | +20.6% |
| 3Y | +359.8% | -24.8% | +384.6% | +362.2% |
| 5Y | -27.5% | -88.0% | +60.6% | -41.9% |
| All | +192.7% | -79.2% | +272.0% | +129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling