+192.7%
HUT vs TSLQ
-49.1%
+241.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.4% | -7.9% | -4.7% |
| 7D | +2.8% | +5.7% | -2.8% | +5.0% |
| 30D | +2.1% | -21.1% | +23.1% | -5.4% |
| 3M | -14.3% | -11.5% | -2.8% | -14.5% |
| 6M | +84.2% | -14.9% | +99.1% | +93.4% |
| YTD | +97.2% | +2.4% | +94.8% | +128.7% |
| 1Y | +192.7% | -49.8% | +242.5% | +202.4% |
| All | +192.7% | -49.1% | +241.8% | +202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling