+217.0%
HUT vs TXT
+46.9%
+170.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +6.9% |
| 7D | +3.7% | -3.5% | +7.2% | +6.2% |
| 30D | -32.3% | +15.2% | -47.5% | -39.0% |
| 3M | -35.6% | -4.5% | -31.2% | -34.4% |
| 6M | -42.1% | -6.1% | -36.0% | -40.6% |
| YTD | +24.1% | -2.0% | +26.1% | +23.8% |
| 1Y | +27.9% | +4.2% | +23.7% | +22.9% |
| 3Y | +409.1% | +14.4% | +394.7% | +365.4% |
| 5Y | -25.9% | +12.3% | -38.3% | -29.5% |
| All | +217.0% | +46.9% | +170.1% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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