-33.8%
HUT vs TT
+129.2%
-163.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +2.4% | +12.2% | +11.7% |
| 7D | -11.4% | -2.0% | -9.4% | -8.3% |
| 30D | -41.0% | -14.0% | -27.0% | -28.4% |
| 3M | -41.9% | -15.9% | -26.1% | -27.5% |
| 6M | -51.7% | -17.3% | -34.3% | -39.2% |
| YTD | +14.6% | +4.0% | +10.6% | +12.2% |
| 1Y | +21.4% | -7.1% | +28.5% | +35.9% |
| 3Y | +359.8% | +90.2% | +269.6% | +124.3% |
| All | -33.8% | +129.2% | -163.0% | -80.6% |
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