+220.1%
HUT vs TPR
+225.9%
-5.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -7.0% |
| 7D | +9.3% | -0.3% | +9.6% | +9.5% |
| 30D | -23.1% | +15.1% | -38.2% | -29.8% |
| 3M | -30.6% | +3.5% | -34.1% | -33.6% |
| 6M | -46.9% | +0.4% | -47.3% | -49.4% |
| YTD | +25.3% | +4.6% | +20.7% | +16.9% |
| 1Y | +59.8% | +33.1% | +26.7% | +31.2% |
| 3Y | +467.2% | +396.0% | +71.2% | +126.5% |
| 5Y | -24.6% | +230.3% | -254.9% | -62.9% |
| All | +220.1% | +225.9% | -5.8% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling