+192.7%
HUT vs SM
+91.4%
+101.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +1.0% | +13.6% | +14.4% |
| 7D | -11.4% | -25.9% | +14.5% | -5.1% |
| 30D | -41.0% | -15.1% | -25.9% | -38.9% |
| 3M | -41.9% | +4.9% | -46.8% | -42.8% |
| 6M | -51.7% | +6.1% | -57.8% | -53.1% |
| YTD | +14.6% | +63.4% | -48.8% | -1.3% |
| 1Y | +21.4% | +72.5% | -51.1% | +3.5% |
| 3Y | +359.8% | -16.9% | +376.7% | +353.5% |
| 5Y | -27.5% | -10.6% | -16.8% | -30.3% |
| All | +192.7% | +91.4% | +101.3% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling