+217.0%
HUT vs TT
+602.6%
-385.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.7% | +3.6% | +4.1% |
| 7D | +3.7% | +1.7% | +1.9% | +3.1% |
| 30D | -32.3% | -11.8% | -20.5% | -23.4% |
| 3M | -35.6% | -12.6% | -23.0% | -26.3% |
| 6M | -42.1% | -9.4% | -32.7% | -36.3% |
| YTD | +24.1% | +8.8% | +15.3% | +19.3% |
| 1Y | +27.9% | -2.5% | +30.4% | +35.1% |
| 3Y | +409.1% | +95.7% | +313.5% | +222.1% |
| 5Y | -25.9% | +135.7% | -161.7% | -60.2% |
| All | +217.0% | +602.6% | -385.5% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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