+1,120.9%
TSM vs HUT
+455.5%
+665.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.4% | -4.0% | +1.7% |
| 7D | +6.0% | +28.3% | -22.2% | +3.5% |
| 30D | +4.5% | +12.3% | -7.8% | +3.1% |
| 3M | +3.1% | -16.8% | +19.9% | +4.1% |
| 6M | +30.2% | +111.4% | -81.2% | +20.1% |
| YTD | +45.2% | +116.6% | -71.4% | +32.8% |
| 1Y | +79.6% | +290.5% | -210.9% | +54.3% |
| 3Y | +411.0% | +792.3% | -381.3% | +286.8% |
| 5Y | +290.7% | +94.1% | +196.6% | +202.5% |
| All | +1,120.9% | +455.5% | +665.4% | +642.9% |
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