+94.1%
HUT vs TSEM
+657.2%
-563.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.1% | +7.5% | +7.1% |
| 7D | +28.3% | +10.4% | +17.8% | +20.3% |
| 30D | +12.3% | -12.9% | +25.2% | +22.4% |
| 3M | -16.8% | -9.2% | -7.6% | -16.1% |
| 6M | +111.4% | +98.8% | +12.6% | +13.9% |
| YTD | +116.6% | +87.2% | +29.4% | +19.4% |
| 1Y | +290.5% | +239.0% | +51.5% | +35.6% |
| 3Y | +792.3% | +679.5% | +112.8% | +77.5% |
| 5Y | +94.1% | +667.3% | -573.1% | -66.2% |
| All | +94.1% | +657.2% | -563.1% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling