+217.0%
HUT vs SM
+86.2%
+130.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.7% | +11.0% | +8.9% |
| 7D | +3.7% | -22.3% | +25.9% | +9.8% |
| 30D | -32.3% | -21.4% | -11.0% | -28.7% |
| 3M | -35.6% | +1.4% | -37.0% | -36.2% |
| 6M | -42.1% | +0.1% | -42.2% | -43.1% |
| YTD | +24.1% | +59.0% | -34.8% | +7.4% |
| 1Y | +27.9% | +64.3% | -36.5% | +10.1% |
| 3Y | +409.1% | -13.1% | +422.2% | +397.7% |
| 5Y | -25.9% | -13.9% | -12.1% | -28.4% |
| All | +217.0% | +86.2% | +130.8% | +114.0% |
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