+405.5%
HUT vs TEM
+111.1%
+294.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +11.0% | -2.7% | +4.8% |
| 7D | +3.7% | +7.6% | -3.9% | +1.7% |
| 30D | -32.3% | +19.0% | -51.4% | -35.7% |
| 3M | -35.6% | +62.2% | -97.9% | -46.3% |
| 6M | -42.1% | +69.4% | -111.4% | -53.2% |
| YTD | +24.1% | +43.0% | -18.9% | +5.1% |
| 1Y | +27.9% | +18.0% | +9.9% | +15.5% |
| All | +405.5% | +111.1% | +294.4% | +325.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling