+59.9%
TXN vs HUT
+78.5%
-18.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.4% |
| 7D | +2.7% | +18.9% | -16.2% | +0.9% |
| 30D | -6.7% | +12.0% | -18.7% | -8.0% |
| 3M | -8.9% | -14.9% | +5.9% | -8.5% |
| 6M | +34.7% | +96.8% | -62.1% | +23.9% |
| YTD | +53.3% | +108.8% | -55.5% | +38.8% |
| 1Y | +45.0% | +227.4% | -182.3% | +23.5% |
| 3Y | +73.1% | +760.3% | -687.2% | +21.3% |
| 5Y | +59.9% | +86.1% | -26.2% | +17.4% |
| All | +59.9% | +78.5% | -18.5% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling