+83.9%
TER vs HUT
-14.7%
+98.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | +24.0% | +34.9% | -10.9% | +15.5% |
| 30D | -30.6% | -25.9% | -4.8% | -26.2% |
| 3M | -34.5% | -31.7% | -2.8% | -29.3% |
| 6M | -26.4% | -42.2% | +15.9% | -17.8% |
| YTD | +36.4% | +34.9% | +1.5% | +25.9% |
| 1Y | +47.4% | +48.5% | -1.1% | +31.4% |
| 3Y | +202.6% | +471.2% | -268.6% | +76.4% |
| 5Y | +83.9% | -18.9% | +102.8% | +57.7% |
| All | +83.9% | -14.7% | +98.6% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling