+192.7%
HUT vs TPR
+226.9%
-34.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.0% | +15.6% | +15.1% |
| 7D | -11.4% | +14.2% | -25.6% | -18.5% |
| 30D | -41.0% | +17.1% | -58.1% | -46.7% |
| 3M | -41.9% | -17.7% | -24.2% | -37.4% |
| 6M | -51.7% | -10.2% | -41.5% | -51.1% |
| YTD | +14.6% | +4.9% | +9.7% | +6.7% |
| 1Y | +21.4% | +36.1% | -14.7% | -1.3% |
| 3Y | +359.8% | +416.5% | -56.6% | +79.6% |
| 5Y | -27.5% | +254.8% | -282.3% | -65.3% |
| All | +192.7% | +226.9% | -34.1% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling