+750.4%
HUT vs TEM
+53.2%
+697.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.7% | +1.1% | -2.1% |
| 7D | +18.9% | -1.1% | +20.0% | +19.4% |
| 30D | +12.0% | +11.3% | +0.7% | +7.0% |
| 3M | -14.9% | +25.5% | -40.4% | -23.1% |
| 6M | +96.8% | +17.1% | +79.7% | +80.5% |
| YTD | +108.8% | +3.8% | +105.0% | +98.6% |
| 1Y | +227.4% | -24.4% | +251.7% | +244.3% |
| All | +750.4% | +53.2% | +697.2% | +703.4% |
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