-1.5%
TSCO vs HUT
+445.7%
-447.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.1% | +6.6% | -0.4% |
| 7D | +0.3% | +9.3% | -9.1% | +0.2% |
| 30D | +11.3% | -23.1% | +34.4% | +11.6% |
| 3M | +1.5% | -30.6% | +32.1% | +1.7% |
| 6M | +24.0% | -46.9% | +70.8% | +24.5% |
| YTD | -25.7% | +25.3% | -51.0% | -27.2% |
| 1Y | -33.6% | +59.8% | -93.4% | -35.3% |
| 3Y | -1.5% | +467.2% | -468.7% | -7.6% |
| All | -1.5% | +445.7% | -447.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling