+252.6%
TXN vs HUT
+221.4%
+31.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.1% | +4.3% | -2.3% |
| 7D | +9.5% | +9.3% | +0.1% | +8.7% |
| 30D | +8.7% | -23.1% | +31.8% | +10.3% |
| 3M | +11.6% | -30.6% | +42.2% | +13.7% |
| 6M | +0.1% | -46.9% | +47.0% | +3.2% |
| YTD | +78.8% | +25.3% | +53.5% | +71.2% |
| 1Y | +91.2% | +59.8% | +31.4% | +78.9% |
| 3Y | +125.8% | +467.2% | -341.4% | +80.3% |
| 5Y | +83.8% | -24.6% | +108.4% | +54.4% |
| All | +252.6% | +221.4% | +31.2% | +115.7% |
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