+1.7%
HUT vs TSEM
+79.9%
-78.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -8.7% | -14.5% | -18.4% |
| 7D | -29.5% | -23.1% | -6.4% | -17.8% |
| 30D | -45.2% | -40.4% | -4.8% | -27.3% |
| 3M | -51.6% | -37.9% | -13.7% | -37.8% |
| 6M | -37.3% | -30.8% | -6.5% | -27.2% |
| YTD | +6.5% | +26.7% | -20.2% | -11.0% |
| 1Y | +1.7% | +80.5% | -78.7% | -29.6% |
| All | +1.7% | +79.9% | -78.2% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling