+123.2%
TTD vs HUT
+194.0%
-70.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.6% | -13.6% | -1.1% |
| 7D | +5.2% | -11.4% | +16.6% | +6.0% |
| 30D | +6.9% | -41.0% | +48.0% | +13.7% |
| 3M | -26.8% | -41.9% | +15.1% | -22.9% |
| 6M | -46.1% | -51.7% | +5.5% | -43.1% |
| YTD | -65.9% | +14.6% | -80.5% | -69.7% |
| 1Y | -71.8% | +21.4% | -93.2% | -75.6% |
| 3Y | -83.3% | +359.8% | -443.1% | -90.0% |
| 5Y | -81.1% | -27.5% | -53.7% | -87.3% |
| All | +123.2% | +194.0% | -70.7% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling