+239.5%
HUT vs TPR
+228.2%
+11.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.7% | +9.2% | +8.4% |
| 7D | +24.8% | +6.4% | +18.4% | +20.1% |
| 30D | -28.4% | +13.8% | -42.1% | -34.2% |
| 3M | -31.2% | -16.6% | -14.6% | -26.3% |
| 6M | -40.2% | +0.7% | -40.9% | -43.1% |
| YTD | +32.9% | +5.3% | +27.6% | +23.5% |
| 1Y | +39.1% | +32.4% | +6.7% | +14.7% |
| 3Y | +462.8% | +406.4% | +56.4% | +122.2% |
| 5Y | -13.9% | +227.9% | -241.8% | -57.5% |
| All | +239.5% | +228.2% | +11.3% | +23.1% |
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