+397.0%
TSM vs HUT
+731.5%
-334.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.2% | -3.3% | +1.9% |
| 7D | +2.7% | +17.8% | -15.1% | +0.2% |
| 30D | +3.6% | +0.8% | +2.8% | +3.1% |
| 3M | -3.4% | -26.8% | +23.4% | -0.3% |
| 6M | +20.6% | +72.6% | -51.9% | +9.8% |
| YTD | +41.9% | +103.6% | -61.8% | +25.3% |
| 1Y | +84.4% | +265.3% | -180.9% | +49.6% |
| All | +397.0% | +731.5% | -334.5% | +272.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling