+157.8%
TTD vs HUT
+218.4%
-60.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +8.3% | +7.2% | +14.3% |
| 7D | +19.0% | +3.7% | +15.3% | +17.4% |
| 30D | +23.6% | -32.3% | +55.9% | +29.1% |
| 3M | +8.2% | -35.6% | +43.8% | +12.4% |
| 6M | -35.3% | -42.1% | +6.8% | -33.3% |
| YTD | -60.7% | +24.1% | -84.8% | -65.4% |
| 1Y | -65.3% | +27.9% | -93.2% | -70.1% |
| 3Y | -80.6% | +409.1% | -489.7% | -88.5% |
| 5Y | -84.6% | -25.9% | -58.7% | -89.7% |
| All | +157.8% | +218.4% | -60.6% | +14.0% |
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