-11.3%
TLT vs HUT
+422.3%
-433.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | +0.2% |
| 7D | -0.4% | +17.8% | -18.2% | -0.4% |
| 30D | -0.6% | +0.8% | -1.4% | -0.6% |
| 3M | -2.7% | -26.8% | +24.0% | -2.8% |
| 6M | -5.6% | +72.6% | -78.2% | -5.5% |
| YTD | -2.8% | +103.6% | -106.4% | -2.6% |
| 1Y | -1.4% | +265.3% | -266.7% | -1.1% |
| 3Y | -1.6% | +689.4% | -691.0% | -1.0% |
| 5Y | -33.8% | +75.3% | -109.2% | -33.8% |
| All | -11.3% | +422.3% | -433.6% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling