+220.1%
HUT vs TTMI
+357.6%
-137.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.9% | -4.2% | -5.3% |
| 7D | +9.3% | +11.4% | -2.0% | +2.2% |
| 30D | -23.1% | -28.3% | +5.2% | -7.6% |
| 3M | -30.6% | -46.7% | +16.1% | -0.7% |
| 6M | -46.9% | -56.1% | +9.3% | -16.7% |
| YTD | +25.3% | +7.4% | +18.0% | +11.4% |
| 1Y | +59.8% | +17.4% | +42.4% | +33.7% |
| 3Y | +467.2% | +429.1% | +38.0% | +98.6% |
| 5Y | -24.6% | +418.8% | -443.4% | -73.4% |
| All | +220.1% | +357.6% | -137.5% | +2.9% |
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