-25.9%
HUT vs TSEM
+311.6%
-337.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +10.9% | -2.6% | +1.2% |
| 7D | +3.7% | -2.0% | +5.6% | +6.5% |
| 30D | -32.3% | -33.4% | +1.1% | -11.2% |
| 3M | -35.6% | -39.7% | +4.0% | -10.8% |
| 6M | -42.1% | -27.8% | -14.3% | -34.2% |
| YTD | +24.1% | +29.7% | -5.6% | -10.6% |
| 1Y | +27.9% | +81.1% | -53.3% | -29.0% |
| 3Y | +409.1% | +529.3% | -120.2% | +30.5% |
| 5Y | -25.9% | +315.0% | -340.9% | -74.1% |
| All | -25.9% | +311.6% | -337.5% | -74.1% |
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