-46.9%
HUT vs TSLQ
-12.5%
-34.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +3.7% | -10.8% | -5.9% |
| 7D | +9.3% | -16.8% | +26.2% | +3.8% |
| 30D | -23.1% | -18.0% | -5.1% | -25.0% |
| 3M | -30.6% | -34.5% | +3.9% | -34.5% |
| 6M | -46.9% | -8.9% | -37.9% | -36.6% |
| All | -46.9% | -12.5% | -34.4% | -36.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling