+420.1%
HUT vs TT
+648.2%
-228.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.3% | +5.5% |
| 7D | +17.8% | 0.0% | +17.8% | +17.9% |
| 30D | +0.8% | -7.2% | +8.0% | +7.7% |
| 3M | -26.8% | -3.0% | -23.8% | -25.4% |
| 6M | +72.6% | +1.4% | +71.2% | +72.7% |
| YTD | +103.6% | +15.9% | +87.7% | +82.2% |
| 1Y | +265.3% | +9.4% | +255.8% | +245.0% |
| 3Y | +689.4% | +124.4% | +565.0% | +335.2% |
| 5Y | +75.3% | +138.0% | -62.7% | -10.0% |
| All | +420.1% | +648.2% | -228.1% | +74.5% |
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