+792.3%
HUT vs TSEM
+668.6%
+123.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.1% | +7.5% | +7.1% |
| 7D | +28.3% | +10.4% | +17.8% | +20.1% |
| 30D | +12.3% | -12.9% | +25.2% | +22.6% |
| 3M | -16.8% | -9.2% | -7.6% | -16.4% |
| 6M | +111.4% | +98.8% | +12.6% | +7.2% |
| YTD | +116.6% | +87.2% | +29.4% | +12.2% |
| 1Y | +290.5% | +239.0% | +51.5% | +17.3% |
| 3Y | +792.3% | +679.5% | +112.8% | +52.9% |
| All | +792.3% | +668.6% | +123.7% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling