+403.3%
HUT vs TEM
+101.4%
+301.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +1.0% |
| 7D | -10.9% | +3.5% | -14.5% | -11.5% |
| 30D | -32.6% | +13.5% | -46.2% | -35.1% |
| 3M | -33.7% | +46.3% | -80.0% | -42.8% |
| 6M | -42.3% | +61.5% | -103.9% | -52.7% |
| YTD | +23.6% | +36.4% | -12.8% | +6.2% |
| 1Y | +20.4% | +12.2% | +8.1% | +10.4% |
| All | +403.3% | +101.4% | +301.9% | +329.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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