+125.8%
TXN vs HUT
+445.7%
-319.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.1% | +4.3% | -2.2% |
| 7D | +9.5% | +9.3% | +0.1% | +8.6% |
| 30D | +8.7% | -23.1% | +31.8% | +10.4% |
| 3M | +11.6% | -30.6% | +42.2% | +13.9% |
| 6M | +0.1% | -46.9% | +47.0% | +3.5% |
| YTD | +78.8% | +25.3% | +53.5% | +71.6% |
| 1Y | +91.2% | +59.8% | +31.4% | +79.3% |
| 3Y | +125.8% | +467.2% | -341.4% | +89.0% |
| All | +125.8% | +445.7% | -319.9% | +89.0% |
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 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