+433.3%
HUT vs TSN
-11.9%
+445.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.2% |
| 7D | +18.9% | -7.3% | +26.2% | +22.0% |
| 30D | +12.0% | -8.6% | +20.6% | +15.4% |
| 3M | -14.9% | -7.5% | -7.3% | -13.1% |
| 6M | +96.8% | -14.1% | +110.9% | +104.7% |
| YTD | +108.8% | -9.4% | +118.2% | +111.9% |
| 1Y | +227.4% | -4.1% | +231.5% | +222.9% |
| 3Y | +760.3% | +10.3% | +749.9% | +657.2% |
| 5Y | +86.1% | -19.7% | +105.8% | +95.1% |
| All | +433.3% | -11.9% | +445.2% | +295.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling