+239.5%
HUT vs TT
+609.7%
-370.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.0% | +6.6% | +6.7% |
| 7D | +24.8% | +3.5% | +21.3% | +21.6% |
| 30D | -28.4% | -11.0% | -17.3% | -19.5% |
| 3M | -31.2% | -12.0% | -19.2% | -21.8% |
| 6M | -40.2% | -10.4% | -29.8% | -33.6% |
| YTD | +32.9% | +9.9% | +23.0% | +26.7% |
| 1Y | +39.1% | +1.5% | +37.6% | +41.9% |
| 3Y | +462.8% | +93.7% | +369.1% | +258.7% |
| 5Y | -13.9% | +139.2% | -153.1% | -54.2% |
| All | +239.5% | +609.7% | -370.2% | +21.3% |
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