+85.5%
HUT vs TNA
-26.1%
+111.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.0% | -2.5% | -3.0% |
| 7D | +2.8% | -7.6% | +10.4% | +9.8% |
| 30D | +2.1% | -13.6% | +15.7% | +15.1% |
| 3M | -14.3% | +2.8% | -17.1% | -16.8% |
| 6M | +84.2% | +34.5% | +49.7% | +46.2% |
| YTD | +97.2% | +41.0% | +56.2% | +52.9% |
| 1Y | +192.7% | +52.0% | +140.7% | +118.7% |
| 3Y | +712.6% | +103.5% | +609.1% | +331.7% |
| 5Y | +85.5% | -22.5% | +108.0% | +103.2% |
| All | +85.5% | -26.1% | +111.5% | +103.2% |
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