+453.2%
HUT vs TPR
+189.4%
+263.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.7% | +10.1% | +8.4% |
| 7D | +28.3% | -3.4% | +31.6% | +30.4% |
| 30D | +12.3% | -27.3% | +39.6% | +31.7% |
| 3M | -16.8% | -16.2% | -0.6% | -10.7% |
| 6M | +111.4% | -17.9% | +129.3% | +131.5% |
| YTD | +116.6% | -7.1% | +123.7% | +119.3% |
| 1Y | +290.5% | +13.6% | +276.8% | +256.8% |
| 3Y | +792.3% | +293.7% | +498.5% | +310.3% |
| 5Y | +94.1% | +239.1% | -145.0% | -1.8% |
| All | +453.2% | +189.4% | +263.8% | +118.6% |
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