+420.1%
HUT vs TSEM
+668.3%
-248.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.8% | -1.7% | +1.7% |
| 7D | +17.8% | +6.9% | +10.9% | +13.4% |
| 30D | +0.8% | +5.3% | -4.5% | -3.3% |
| 3M | -26.8% | -14.9% | -11.9% | -22.5% |
| 6M | +72.6% | +80.0% | -7.5% | +11.4% |
| YTD | +103.6% | +89.4% | +14.3% | +25.8% |
| 1Y | +265.3% | +253.1% | +12.2% | +54.5% |
| 3Y | +689.4% | +642.1% | +47.3% | +127.8% |
| 5Y | +75.3% | +659.1% | -583.8% | -49.3% |
| All | +420.1% | +668.3% | -248.2% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling