+12.3%
TMO vs HUT
-25.2%
+37.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.1% | +7.2% | +0.5% |
| 7D | +0.8% | +9.3% | -8.6% | +0.2% |
| 30D | +4.0% | -23.1% | +27.1% | +5.1% |
| 3M | +17.6% | -30.6% | +48.2% | +19.1% |
| 6M | +57.3% | -46.9% | +104.1% | +60.6% |
| YTD | +21.2% | +25.3% | -4.1% | +15.9% |
| 1Y | +21.1% | +59.8% | -38.7% | +13.6% |
| 3Y | +58.8% | +467.2% | -408.4% | +26.1% |
| All | +12.3% | -25.2% | +37.5% | -6.9% |
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