-4.2%
TLT vs HUT
+290.3%
-294.5%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -0.1% |
| 7D | +0.4% | +28.3% | -27.9% | +0.2% |
| 30D | -0.3% | +12.3% | -12.6% | -0.4% |
| 3M | -1.7% | -16.8% | +15.1% | -1.7% |
| 6M | -4.9% | +111.4% | -116.3% | -5.0% |
| YTD | -2.8% | +116.6% | -119.4% | -2.9% |
| 1Y | -4.2% | +290.5% | -294.7% | -3.8% |
| All | -4.2% | +290.3% | -294.5% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling