+410.4%
HUT vs TEM
+79.0%
+331.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.7% | -1.5% | -5.3% |
| 7D | +9.3% | -5.9% | +15.2% | +11.4% |
| 30D | -23.1% | +4.8% | -27.9% | -23.9% |
| 3M | -30.6% | +31.9% | -62.5% | -38.2% |
| 6M | -46.9% | +56.0% | -102.8% | -55.9% |
| YTD | +25.3% | +21.3% | +4.1% | +11.7% |
| 1Y | +59.8% | +5.4% | +54.4% | +49.4% |
| All | +410.4% | +79.0% | +331.4% | +351.7% |
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