+199.2%
TXN vs HUT
+405.9%
-206.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.5% | -0.7% |
| 7D | +2.0% | +2.8% | -0.9% | +1.7% |
| 30D | -8.0% | +2.1% | -10.0% | -8.3% |
| 3M | -7.8% | -14.3% | +6.5% | -7.4% |
| 6M | +32.4% | +84.2% | -51.8% | +25.0% |
| YTD | +51.7% | +97.2% | -45.5% | +41.4% |
| 1Y | +44.3% | +192.7% | -148.4% | +29.1% |
| 3Y | +71.3% | +712.6% | -641.3% | +33.6% |
| 5Y | +56.4% | +85.5% | -29.1% | +24.6% |
| All | +199.2% | +405.9% | -206.7% | +78.2% |
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