+667.4%
TER vs HUT
+422.3%
+245.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.2% | -0.7% | +4.6% |
| 7D | +0.6% | +17.8% | -17.2% | -1.7% |
| 30D | -8.3% | +0.8% | -9.1% | -8.5% |
| 3M | -12.2% | -26.8% | +14.6% | -8.7% |
| 6M | +17.1% | +72.6% | -55.5% | +8.6% |
| YTD | +84.7% | +103.6% | -19.0% | +67.1% |
| 1Y | +199.9% | +265.3% | -65.3% | +149.0% |
| 3Y | +232.8% | +689.4% | -456.6% | +133.5% |
| 5Y | +198.6% | +75.3% | +123.2% | +117.6% |
| All | +667.4% | +422.3% | +245.1% | +305.6% |
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