+42.1%
T vs HUT
+194.0%
-151.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.6% | -15.5% | -1.0% |
| 7D | +1.0% | -11.4% | +12.4% | +1.1% |
| 30D | -10.6% | -41.0% | +30.4% | -10.3% |
| 3M | -7.7% | -41.9% | +34.2% | -7.5% |
| 6M | -13.3% | -51.7% | +38.4% | -13.0% |
| YTD | -8.8% | +14.6% | -23.4% | -9.6% |
| 1Y | -8.4% | +21.4% | -29.8% | -9.5% |
| 3Y | +59.6% | +359.8% | -300.2% | +51.1% |
| 5Y | +52.1% | -27.5% | +79.6% | +44.9% |
| All | +42.1% | +194.0% | -151.9% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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