-21.3%
HUT vs TNA
-46.7%
+25.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.0% | -6.1% | -6.2% |
| 7D | +9.3% | +3.7% | +5.6% | +5.9% |
| 30D | -23.1% | +4.4% | -27.5% | -27.0% |
| 3M | -30.6% | -26.7% | -3.9% | -11.2% |
| 6M | -46.9% | -12.8% | -34.0% | -41.6% |
| YTD | +25.3% | +22.7% | +2.7% | +7.6% |
| 1Y | +59.8% | +35.7% | +24.2% | +27.4% |
| 3Y | +467.2% | +134.6% | +332.6% | +166.2% |
| All | -21.3% | -46.7% | +25.4% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling