+1.7%
HUT vs TXG
+406.9%
-405.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.4% | -26.6% | -24.6% |
| 7D | -29.5% | -19.3% | -10.3% | -23.5% |
| 30D | -45.2% | -30.9% | -14.3% | -37.9% |
| 3M | -51.6% | +41.1% | -92.7% | -60.1% |
| 6M | -37.3% | +211.9% | -249.2% | -64.5% |
| YTD | +6.5% | +314.0% | -307.4% | -49.6% |
| 1Y | +1.7% | +405.4% | -403.7% | -56.3% |
| All | +1.7% | +406.9% | -405.2% | -56.3% |
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