+215.7%
HUT vs SIMO
+343.1%
-127.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.4% |
| 7D | -10.9% | -16.0% | +5.1% | -2.2% |
| 30D | -32.6% | -35.8% | +3.1% | -15.9% |
| 3M | -33.7% | -26.5% | -7.2% | -23.0% |
| 6M | -42.3% | -33.0% | -9.3% | -31.5% |
| YTD | +23.6% | +84.3% | -60.8% | -17.4% |
| 1Y | +20.4% | +82.0% | -61.6% | -18.2% |
| 3Y | +423.2% | +218.5% | +204.7% | +174.7% |
| 5Y | -19.4% | +175.0% | -194.4% | -55.9% |
| All | +215.7% | +343.1% | -127.5% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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