+86.1%
HUT vs TXG
-63.6%
+149.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -4.9% |
| 7D | +18.9% | +9.1% | +9.7% | +13.8% |
| 30D | +12.0% | +14.9% | -2.9% | +4.1% |
| 3M | -14.9% | +120.0% | -134.8% | -45.2% |
| 6M | +96.8% | +221.8% | -125.0% | +2.2% |
| YTD | +108.8% | +312.6% | -203.8% | -6.1% |
| 1Y | +227.4% | +398.4% | -171.1% | +30.2% |
| 3Y | +760.3% | +42.1% | +718.2% | +496.2% |
| 5Y | +86.1% | -63.5% | +149.5% | +96.9% |
| All | +86.1% | -63.6% | +149.7% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling