+782.0%
HUT vs TEM
+60.7%
+721.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.5% | +6.9% | +6.5% |
| 7D | +28.3% | +3.2% | +25.0% | +27.0% |
| 30D | +12.3% | +23.5% | -11.2% | +3.7% |
| 3M | -16.8% | +32.3% | -49.1% | -26.1% |
| 6M | +111.4% | +23.0% | +88.3% | +90.8% |
| YTD | +116.6% | +8.9% | +107.7% | +102.9% |
| 1Y | +290.5% | -19.9% | +310.3% | +303.5% |
| All | +782.0% | +60.7% | +721.3% | +720.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling