-11.8%
TLT vs HUT
+435.6%
-447.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.6% |
| 7D | -0.3% | +18.9% | -19.2% | -0.3% |
| 30D | 0.0% | +12.0% | -12.0% | 0.0% |
| 3M | -2.9% | -14.9% | +12.0% | -2.9% |
| 6M | -6.3% | +96.8% | -103.1% | -6.1% |
| YTD | -3.3% | +108.8% | -112.1% | -3.2% |
| 1Y | -4.2% | +227.4% | -231.6% | -3.9% |
| 3Y | -1.7% | +760.3% | -761.9% | -1.0% |
| 5Y | -34.9% | +86.1% | -121.0% | -34.8% |
| All | -11.8% | +435.6% | -447.4% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling