+1,003.1%
HUT vs TXG
+16.0%
+987.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.6% |
| 7D | +17.8% | +1.8% | +16.0% | +16.9% |
| 30D | +0.8% | +32.0% | -31.2% | -12.8% |
| 3M | -26.8% | +87.0% | -113.8% | -47.0% |
| 6M | +72.6% | +180.1% | -107.5% | +2.4% |
| YTD | +103.6% | +284.1% | -180.5% | +2.9% |
| 1Y | +265.3% | +361.7% | -96.4% | +65.8% |
| 3Y | +689.4% | +15.9% | +673.5% | +511.9% |
| 5Y | +75.3% | -66.2% | +141.5% | +93.0% |
| All | +1,003.1% | +16.0% | +987.1% | +925.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling