+3.3%
TLT vs HUT
+487.4%
-484.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.5% |
| 7D | -2.7% | +34.9% | -37.6% | -2.8% |
| 30D | +2.2% | -25.9% | +28.0% | +2.3% |
| 3M | -1.7% | -31.7% | +30.0% | -1.6% |
| 6M | -4.0% | -42.2% | +38.3% | -3.8% |
| YTD | -4.9% | +34.9% | -39.9% | -5.1% |
| 1Y | -7.4% | +48.5% | -55.9% | -7.6% |
| All | +3.3% | +487.4% | -484.2% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling