+211.9%
TSCO vs HUT
+422.3%
-210.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.1% | +0.9% |
| 7D | +0.8% | +17.8% | -17.0% | +0.2% |
| 30D | +5.5% | +0.8% | +4.6% | +5.3% |
| 3M | +20.0% | -26.8% | +46.7% | +20.6% |
| 6M | -29.8% | +72.6% | -102.4% | -31.9% |
| YTD | -28.7% | +103.6% | -132.3% | -31.4% |
| 1Y | -40.9% | +265.3% | -306.2% | -44.9% |
| 3Y | -15.9% | +689.4% | -705.3% | -26.7% |
| 5Y | -3.5% | +75.3% | -78.8% | -15.4% |
| All | +211.9% | +422.3% | -210.4% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling