+215.7%
HUT vs SM
+88.9%
+126.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -0.7% |
| 7D | -10.9% | -19.5% | +8.5% | -6.3% |
| 30D | -32.6% | -20.2% | -12.4% | -29.2% |
| 3M | -33.7% | -6.5% | -27.2% | -33.0% |
| 6M | -42.3% | +1.6% | -43.9% | -43.5% |
| YTD | +23.6% | +61.2% | -37.7% | +6.7% |
| 1Y | +20.4% | +65.4% | -45.0% | +3.5% |
| 3Y | +423.2% | -13.0% | +436.3% | +411.4% |
| 5Y | -19.4% | -4.3% | -15.1% | -23.4% |
| All | +215.7% | +88.9% | +126.8% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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