+968.4%
HUT vs TXG
+22.9%
+945.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.2% | -4.9% |
| 7D | +2.8% | +5.0% | -2.1% | +0.6% |
| 30D | +2.1% | +13.5% | -11.5% | -3.9% |
| 3M | -14.3% | +128.0% | -142.3% | -43.3% |
| 6M | +84.2% | +224.4% | -140.2% | +2.0% |
| YTD | +97.2% | +307.0% | -209.8% | -2.9% |
| 1Y | +192.7% | +427.2% | -234.5% | +25.7% |
| 3Y | +712.6% | +40.2% | +672.4% | +474.8% |
| 5Y | +85.5% | -64.0% | +149.5% | +98.9% |
| All | +968.4% | +22.9% | +945.5% | +867.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling