+403.8%
HUT vs TTMI
+655.7%
-251.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -4.6% |
| 7D | +2.8% | +6.0% | -3.2% | -0.6% |
| 30D | +2.1% | -6.4% | +8.5% | +5.7% |
| 3M | -14.3% | -28.9% | +14.7% | +2.5% |
| 6M | +84.2% | +26.9% | +57.4% | +54.3% |
| YTD | +97.2% | +77.3% | +19.9% | +31.8% |
| 1Y | +192.7% | +147.5% | +45.2% | +59.3% |
| 3Y | +712.6% | +847.6% | -135.1% | +104.2% |
| 5Y | +85.5% | +802.2% | -716.7% | -51.7% |
| All | +403.8% | +655.7% | -251.9% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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