+420.1%
HUT vs TNA
-1.6%
+421.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +5.8% |
| 7D | +17.8% | -0.1% | +17.9% | +17.9% |
| 30D | +0.8% | -4.9% | +5.8% | +3.8% |
| 3M | -26.8% | +0.4% | -27.2% | -26.8% |
| 6M | +72.6% | +32.5% | +40.0% | +49.3% |
| YTD | +103.6% | +53.7% | +49.9% | +63.9% |
| 1Y | +265.3% | +65.1% | +200.2% | +188.4% |
| 3Y | +689.4% | +98.4% | +591.0% | +452.6% |
| 5Y | +75.3% | -22.5% | +97.8% | +88.0% |
| All | +420.1% | -1.6% | +421.7% | +265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling