+453.2%
HUT vs SM
+141.6%
+311.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.6% | +2.7% | +5.6% |
| 7D | +28.3% | -0.2% | +28.4% | +28.2% |
| 30D | +12.3% | +31.5% | -19.2% | +5.9% |
| 3M | -16.8% | +17.3% | -34.2% | -20.3% |
| 6M | +111.4% | +48.5% | +62.8% | +88.2% |
| YTD | +116.6% | +106.3% | +10.3% | +78.3% |
| 1Y | +290.5% | +47.3% | +243.2% | +245.2% |
| 3Y | +792.3% | -1.4% | +793.7% | +749.3% |
| 5Y | +94.1% | +114.0% | -19.9% | +61.4% |
| All | +453.2% | +141.6% | +311.6% | +255.0% |
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