+369.0%
TER vs HUT
+194.0%
+175.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +14.6% | -12.0% | +0.4% |
| 7D | -20.5% | -11.4% | -9.1% | -19.4% |
| 30D | -47.0% | -41.0% | -6.0% | -43.1% |
| 3M | -43.3% | -41.9% | -1.4% | -39.0% |
| 6M | -42.9% | -51.7% | +8.8% | -37.1% |
| YTD | +12.9% | +14.6% | -1.7% | +10.4% |
| 1Y | +18.2% | +21.4% | -3.2% | +13.7% |
| 3Y | +151.8% | +359.8% | -208.0% | +91.0% |
| 5Y | +54.2% | -27.5% | +81.7% | +24.6% |
| All | +369.0% | +194.0% | +175.1% | +168.0% |
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