+1,052.7%
TSM vs HUT
+240.9%
+811.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.6% | -3.3% | +3.5% |
| 7D | +4.4% | +24.8% | -20.3% | +2.2% |
| 30D | -7.0% | -28.4% | +21.4% | -4.4% |
| 3M | -1.8% | -31.2% | +29.4% | +0.9% |
| 6M | +2.7% | -40.2% | +42.9% | +6.3% |
| YTD | +37.1% | +32.9% | +4.2% | +30.5% |
| 1Y | +43.5% | +39.1% | +4.4% | +35.0% |
| 3Y | +341.5% | +462.8% | -121.3% | +248.2% |
| 5Y | +278.9% | -13.9% | +292.7% | +211.5% |
| All | +1,052.7% | +240.9% | +811.7% | +630.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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