+1,162.1%
HUT vs TSLQ
-97.3%
+1,259.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.5% |
| 7D | +18.9% | -8.0% | +26.9% | +15.8% |
| 30D | +12.0% | -23.8% | +35.8% | +1.4% |
| 3M | -14.9% | -7.0% | -7.8% | -12.8% |
| 6M | +96.8% | -17.1% | +113.9% | +104.3% |
| YTD | +108.8% | +0.1% | +108.7% | +141.3% |
| 1Y | +227.4% | -51.2% | +278.6% | +207.3% |
| 3Y | +760.3% | -95.9% | +856.2% | +485.1% |
| All | +1,162.1% | -97.3% | +1,259.4% | +888.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling