+220.1%
HUT vs TSEM
+407.6%
-187.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -6.9% | -0.2% | -3.0% |
| 7D | +9.3% | +7.0% | +2.4% | +5.2% |
| 30D | -23.1% | -29.8% | +6.7% | -4.0% |
| 3M | -30.6% | -41.9% | +11.3% | -4.1% |
| 6M | -46.9% | -45.8% | -1.1% | -26.7% |
| YTD | +25.3% | +25.1% | +0.2% | -0.3% |
| 1Y | +59.8% | +48.2% | +11.6% | +14.5% |
| 3Y | +467.2% | +476.5% | -9.3% | +94.8% |
| 5Y | -24.6% | +301.4% | -326.1% | -69.2% |
| All | +220.1% | +407.6% | -187.5% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling