-34.3%
TLT vs HUT
-31.8%
-2.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.6% | -14.6% | -0.1% |
| 7D | +0.1% | -11.4% | +11.5% | +0.1% |
| 30D | +6.2% | -41.0% | +47.2% | +6.4% |
| 3M | +0.1% | -41.9% | +42.0% | +0.3% |
| 6M | -3.0% | -51.7% | +48.7% | -2.7% |
| YTD | -2.7% | +14.6% | -17.3% | -3.0% |
| 1Y | -4.8% | +21.4% | -26.2% | -5.1% |
| 3Y | +6.9% | +359.8% | -352.9% | +4.8% |
| All | -34.3% | -31.8% | -2.6% | -38.9% |
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