+24.5%
TMO vs HUT
+216.7%
-192.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.8% | -7.7% | +0.7% |
| 7D | -0.6% | +5.4% | -6.0% | -0.9% |
| 30D | +1.1% | +8.6% | -7.5% | +0.6% |
| 3M | +28.3% | -15.2% | +43.6% | +28.7% |
| 6M | +23.3% | +92.9% | -69.6% | +17.4% |
| YTD | +5.5% | +114.6% | -109.2% | +0.2% |
| 1Y | +24.5% | +208.5% | -184.0% | +16.6% |
| All | +24.5% | +216.7% | -192.2% | +16.6% |
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 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