+796.4%
HUT vs TNA
+105.9%
+690.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.6% | -0.2% |
| 7D | +18.9% | -3.6% | +22.5% | +22.6% |
| 30D | +12.0% | -10.1% | +22.0% | +21.9% |
| 3M | -14.9% | +2.7% | -17.5% | -17.3% |
| 6M | +96.8% | +38.4% | +58.4% | +52.9% |
| YTD | +108.8% | +45.4% | +63.4% | +58.7% |
| 1Y | +227.4% | +55.9% | +171.4% | +142.2% |
| All | +796.4% | +105.9% | +690.5% | +554.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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