+239.5%
HUT vs TSEM
+449.0%
-209.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +7.6% | -0.1% | +3.0% |
| 7D | +24.8% | +6.8% | +18.0% | +20.0% |
| 30D | -28.4% | -26.6% | -1.7% | -12.9% |
| 3M | -31.2% | -36.3% | +5.1% | -9.9% |
| 6M | -40.2% | -30.6% | -9.7% | -30.1% |
| YTD | +32.9% | +35.3% | -2.4% | +0.8% |
| 1Y | +39.1% | +59.2% | -20.2% | -4.6% |
| 3Y | +462.8% | +547.7% | -84.9% | +80.6% |
| 5Y | -13.9% | +337.5% | -351.4% | -66.6% |
| All | +239.5% | +449.0% | -209.5% | +1.6% |
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 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