-80.8%
TTD vs HUT
+71.6%
-152.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.2% | -10.6% | -5.7% |
| 7D | +6.3% | +17.8% | -11.4% | +2.5% |
| 30D | -23.9% | +0.8% | -24.7% | -24.6% |
| 3M | -31.4% | -26.8% | -4.6% | -29.2% |
| 6M | -42.7% | +72.6% | -115.2% | -53.9% |
| YTD | -62.0% | +103.6% | -165.6% | -71.5% |
| 1Y | -72.2% | +265.3% | -337.5% | -83.4% |
| 3Y | -81.9% | +689.4% | -771.4% | -93.7% |
| All | -80.8% | +71.6% | -152.5% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling