+265.3%
HUT vs TXG
+372.5%
-107.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.6% |
| 7D | +17.8% | +1.8% | +16.0% | +17.0% |
| 30D | +0.8% | +32.0% | -31.2% | -11.1% |
| 3M | -26.8% | +87.0% | -113.8% | -44.6% |
| 6M | +72.6% | +180.1% | -107.5% | +7.4% |
| YTD | +103.6% | +284.1% | -180.5% | +7.9% |
| 1Y | +265.3% | +361.7% | -96.4% | +79.0% |
| All | +265.3% | +372.5% | -107.2% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling