-19.7%
TSCO vs HUT
+788.3%
-808.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.8% | -10.4% | -1.7% |
| 7D | -5.7% | +5.4% | -11.1% | -5.8% |
| 30D | -8.8% | +8.6% | -17.4% | -9.0% |
| 3M | +6.3% | -15.2% | +21.6% | +6.5% |
| 6M | -32.3% | +92.9% | -125.1% | -33.9% |
| YTD | -32.7% | +114.6% | -147.3% | -34.6% |
| 1Y | -43.7% | +208.5% | -252.2% | -46.1% |
| 3Y | -19.7% | +821.5% | -841.2% | -28.0% |
| All | -19.7% | +788.3% | -808.0% | -28.0% |
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