+433.3%
HUT vs TSEM
+648.3%
-215.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.7% |
| 7D | +18.9% | +4.7% | +14.2% | +15.8% |
| 30D | +12.0% | -14.2% | +26.2% | +22.0% |
| 3M | -14.9% | -5.0% | -9.8% | -15.8% |
| 6M | +96.8% | +87.6% | +9.2% | +23.7% |
| YTD | +108.8% | +84.4% | +24.4% | +30.9% |
| 1Y | +227.4% | +235.4% | -8.0% | +42.7% |
| 3Y | +760.3% | +668.0% | +92.3% | +144.6% |
| 5Y | +86.1% | +644.7% | -558.7% | -45.5% |
| All | +433.3% | +648.3% | -215.0% | +31.9% |
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