+72.6%
HUT vs TSEM
+75.9%
-3.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.8% | -1.7% | +2.5% |
| 7D | +17.8% | +6.9% | +10.9% | +14.2% |
| 30D | +0.8% | +5.3% | -4.5% | -2.3% |
| 3M | -26.8% | -14.9% | -11.9% | -24.4% |
| 6M | +72.6% | +80.0% | -7.5% | +6.8% |
| All | +72.6% | +75.9% | -3.3% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling