+6.9%
TMO vs HUT
+78.5%
-71.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -0.1% |
| 7D | -2.5% | +2.8% | -5.3% | -2.7% |
| 30D | -0.3% | +2.1% | -2.4% | -0.6% |
| 3M | +25.3% | -14.3% | +39.5% | +25.4% |
| 6M | +20.9% | +84.2% | -63.4% | +14.6% |
| YTD | +4.3% | +97.2% | -92.9% | -2.0% |
| 1Y | +27.0% | +192.7% | -165.7% | +15.1% |
| 3Y | +17.5% | +712.6% | -695.1% | -7.2% |
| 5Y | +6.9% | +85.5% | -78.5% | -14.3% |
| All | +6.9% | +78.5% | -71.6% | -14.3% |
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