+947.0%
TSM vs HUT
+194.0%
+753.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +14.6% | -8.3% | +4.9% |
| 7D | -7.6% | -11.4% | +3.8% | -6.8% |
| 30D | -20.5% | -41.0% | +20.6% | -16.8% |
| 3M | -10.0% | -41.9% | +31.9% | -6.0% |
| 6M | -10.1% | -51.7% | +41.6% | -5.0% |
| YTD | +24.5% | +14.6% | +9.9% | +20.3% |
| 1Y | +31.2% | +21.4% | +9.8% | +25.2% |
| 3Y | +322.0% | +359.8% | -37.8% | +239.0% |
| 5Y | +245.3% | -27.5% | +272.7% | +188.4% |
| All | +947.0% | +194.0% | +753.0% | +573.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling