+59.8%
HUT vs TSEM
+40.2%
+19.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -6.9% | -0.2% | -3.1% |
| 7D | +9.3% | +7.0% | +2.4% | +5.3% |
| 30D | -23.1% | -29.8% | +6.7% | -5.8% |
| 3M | -30.6% | -41.9% | +11.3% | -6.9% |
| 6M | -46.9% | -45.8% | -1.1% | -29.5% |
| YTD | +25.3% | +25.1% | +0.2% | +4.1% |
| 1Y | +59.8% | +48.2% | +11.6% | +16.4% |
| All | +59.8% | +40.2% | +19.7% | +16.4% |
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 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