+983.7%
TSM vs HUT
+218.4%
+765.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.3% | -4.8% | +2.7% |
| 7D | -2.5% | +3.7% | -6.2% | -3.2% |
| 30D | -14.3% | -32.3% | +18.1% | -11.4% |
| 3M | -7.2% | -35.6% | +28.4% | -4.1% |
| 6M | -5.1% | -42.1% | +37.0% | -1.5% |
| YTD | +28.9% | +24.1% | +4.8% | +23.5% |
| 1Y | +37.1% | +27.9% | +9.2% | +30.1% |
| 3Y | +341.5% | +409.1% | -67.6% | +251.3% |
| 5Y | +245.7% | -25.9% | +271.6% | +187.3% |
| All | +983.7% | +218.4% | +765.3% | +591.0% |
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