+71.3%
TXN vs HUT
+772.7%
-701.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -0.3% |
| 7D | +2.2% | +28.3% | -26.1% | +0.1% |
| 30D | -9.5% | +12.3% | -21.8% | -10.5% |
| 3M | -10.5% | -16.8% | +6.3% | -10.1% |
| 6M | +35.4% | +111.4% | -76.0% | +26.2% |
| YTD | +51.8% | +116.6% | -64.8% | +40.3% |
| 1Y | +42.9% | +290.5% | -247.5% | +24.8% |
| 3Y | +71.3% | +792.3% | -720.9% | +37.2% |
| All | +71.3% | +772.7% | -701.4% | +37.2% |
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 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