+94.1%
HUT vs TSN
-20.8%
+114.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.7% | +4.7% | +5.9% |
| 7D | +28.3% | -5.0% | +33.3% | +29.9% |
| 30D | +12.3% | -9.1% | +21.4% | +15.2% |
| 3M | -16.8% | -7.4% | -9.4% | -15.5% |
| 6M | +111.4% | -13.4% | +124.7% | +117.4% |
| YTD | +116.6% | -8.5% | +125.1% | +117.6% |
| 1Y | +290.5% | -3.2% | +293.7% | +282.2% |
| 3Y | +792.3% | +11.5% | +780.8% | +654.7% |
| 5Y | +94.1% | -19.5% | +113.6% | +223.5% |
| All | +94.1% | -20.8% | +114.9% | +223.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling