-18.9%
HUT vs TT
+136.9%
-155.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.7% |
| 7D | +34.9% | +8.1% | +26.8% | +23.5% |
| 30D | -25.9% | -11.3% | -14.6% | -13.2% |
| 3M | -31.7% | -11.2% | -20.5% | -20.0% |
| 6M | -42.2% | -8.9% | -33.3% | -35.3% |
| YTD | +34.9% | +9.7% | +25.2% | +24.0% |
| 1Y | +48.5% | +1.3% | +47.3% | +50.2% |
| 3Y | +471.2% | +93.4% | +377.8% | +175.5% |
| 5Y | -18.9% | +133.5% | -152.4% | -77.7% |
| All | -18.9% | +136.9% | -155.7% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling