+155.5%
HUT vs TPR
+230.3%
-74.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +7.1% | -13.2% | -9.8% |
| 7D | -30.8% | +13.9% | -44.7% | -36.2% |
| 30D | -50.2% | +14.9% | -65.1% | -54.5% |
| 3M | -50.5% | -15.4% | -35.1% | -47.4% |
| 6M | -42.9% | -4.5% | -38.5% | -43.8% |
| YTD | 0.0% | +6.0% | -6.0% | -7.3% |
| 1Y | -2.2% | +24.3% | -26.6% | -16.4% |
| 3Y | +289.4% | +412.8% | -123.4% | +52.8% |
| 5Y | -36.7% | +258.4% | -295.2% | -69.9% |
| All | +155.5% | +230.3% | -74.8% | -7.6% |
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 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