-13.9%
HUT vs TPR
+238.0%
-251.9%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.7% | +9.2% | +8.8% |
| 7D | +24.8% | +6.4% | +18.4% | +18.5% |
| 30D | -28.4% | +13.8% | -42.1% | -36.2% |
| 3M | -31.2% | -16.6% | -14.6% | -24.4% |
| 6M | -40.2% | +0.7% | -40.9% | -44.7% |
| YTD | +32.9% | +5.3% | +27.6% | +18.2% |
| 1Y | +39.1% | +32.4% | +6.7% | +3.6% |
| 3Y | +462.8% | +406.4% | +56.4% | +20.3% |
| 5Y | -13.9% | +227.9% | -241.8% | -77.3% |
| All | -13.9% | +238.0% | -251.9% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling