+167.1%
TTD vs HUT
+246.0%
-78.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.4% |
| 7D | +20.8% | +34.9% | -14.1% | +15.7% |
| 30D | +27.1% | -25.9% | +53.0% | +31.1% |
| 3M | +14.7% | -31.7% | +46.4% | +18.1% |
| 6M | -26.8% | -42.2% | +15.4% | -24.4% |
| YTD | -59.2% | +34.9% | -94.2% | -64.6% |
| 1Y | -64.7% | +48.5% | -113.2% | -70.2% |
| 3Y | -75.8% | +471.2% | -547.0% | -86.0% |
| 5Y | -84.6% | -18.9% | -65.7% | -89.8% |
| All | +167.1% | +246.0% | -78.9% | +16.7% |
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