-34.5%
TLT vs HUT
-25.2%
-9.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.1% | +6.7% | -0.4% |
| 7D | -3.1% | +9.3% | -12.4% | -3.1% |
| 30D | +1.0% | -23.1% | +24.2% | +1.1% |
| 3M | -2.7% | -30.6% | +27.9% | -2.6% |
| 6M | -4.1% | -46.9% | +42.7% | -4.0% |
| YTD | -5.4% | +25.3% | -30.7% | -5.6% |
| 1Y | -7.0% | +59.8% | -66.8% | -7.4% |
| 3Y | +2.8% | +467.2% | -464.4% | +0.8% |
| All | -34.5% | -25.2% | -9.4% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling