+1,130.9%
HUT vs TSLQ
-97.0%
+1,227.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +12.0% | -5.8% | +10.9% |
| 7D | +17.8% | -5.8% | +23.6% | +15.7% |
| 30D | +0.8% | -22.1% | +22.9% | -8.2% |
| 3M | -26.8% | +10.1% | -36.8% | -18.7% |
| 6M | +72.6% | -6.8% | +79.3% | +87.6% |
| YTD | +103.6% | +8.5% | +95.1% | +142.3% |
| 1Y | +265.3% | -49.7% | +315.0% | +245.8% |
| 3Y | +689.4% | -95.6% | +785.0% | +444.9% |
| All | +1,130.9% | -97.0% | +1,227.9% | +892.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling