-25.9%
HUT vs TSN
-13.6%
-12.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.2% |
| 7D | +3.7% | +4.9% | -1.2% | +1.9% |
| 30D | -32.3% | +12.1% | -44.4% | -35.0% |
| 3M | -35.6% | +4.1% | -39.8% | -36.9% |
| 6M | -42.1% | -10.9% | -31.2% | -40.1% |
| YTD | +24.1% | +4.8% | +19.3% | +19.0% |
| 1Y | +27.9% | +17.6% | +10.2% | +16.6% |
| 3Y | +409.1% | +43.2% | +365.9% | +274.0% |
| 5Y | -25.9% | -13.9% | -12.1% | -0.6% |
| All | -25.9% | -13.6% | -12.4% | -0.6% |
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