+215.7%
HUT vs TPR
+233.8%
-18.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -10.9% | +12.1% | -23.0% | -17.1% |
| 30D | -32.6% | +16.7% | -49.3% | -38.9% |
| 3M | -33.7% | -17.4% | -16.3% | -28.6% |
| 6M | -42.3% | +2.3% | -44.6% | -45.6% |
| YTD | +23.6% | +7.1% | +16.4% | +13.9% |
| 1Y | +20.4% | +29.5% | -9.1% | +0.6% |
| 3Y | +423.2% | +415.0% | +8.2% | +104.9% |
| 5Y | -19.4% | +261.5% | -280.9% | -61.8% |
| All | +215.7% | +233.8% | -18.2% | +13.5% |
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