+420.1%
HUT vs TXT
+36.0%
+384.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.4% |
| 7D | +17.8% | -4.8% | +22.6% | +21.6% |
| 30D | +0.8% | -10.6% | +11.5% | +8.4% |
| 3M | -26.8% | -13.2% | -13.6% | -20.1% |
| 6M | +72.6% | -20.3% | +92.9% | +101.0% |
| YTD | +103.6% | -9.3% | +112.9% | +115.9% |
| 1Y | +265.3% | -2.7% | +268.0% | +270.5% |
| 3Y | +689.4% | +1.4% | +688.0% | +685.7% |
| 5Y | +75.3% | +9.6% | +65.8% | +73.6% |
| All | +420.1% | +36.0% | +384.2% | +245.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling