-20.1%
TSLL vs HUT
-37.0%
+16.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -23.2% | +16.9% | -1.2% |
| 7D | -9.4% | -29.5% | +20.1% | -2.8% |
| 30D | +1.6% | -45.2% | +46.7% | +14.6% |
| 3M | +29.4% | -51.6% | +81.0% | +48.9% |
| 6M | -20.1% | -37.3% | +17.2% | -11.2% |
| All | -20.1% | -37.0% | +16.8% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling