-56.8%
TSLL vs HUT
+335.1%
-392.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +14.6% | -5.9% | +3.3% |
| 7D | -21.2% | -11.4% | -9.9% | -18.9% |
| 30D | -13.3% | -41.0% | +27.7% | +3.0% |
| 3M | +15.4% | -41.9% | +57.3% | +34.6% |
| 6M | -34.2% | -51.7% | +17.4% | -21.0% |
| YTD | -52.9% | +14.6% | -67.5% | -62.4% |
| 1Y | -54.3% | +21.4% | -75.7% | -65.7% |
| 3Y | -18.4% | +359.8% | -378.2% | -67.7% |
| All | -56.8% | +335.1% | -392.0% | -86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling