+420.1%
HUT vs SM
+133.2%
+287.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.5% | +8.7% | +6.7% |
| 7D | +17.8% | +0.1% | +17.7% | +17.7% |
| 30D | +0.8% | +26.3% | -25.5% | -4.1% |
| 3M | -26.8% | +8.7% | -35.5% | -28.7% |
| 6M | +72.6% | +51.7% | +20.9% | +52.6% |
| YTD | +103.6% | +99.0% | +4.6% | +68.8% |
| 1Y | +265.3% | +34.6% | +230.7% | +229.2% |
| 3Y | +689.4% | -7.8% | +697.2% | +661.4% |
| 5Y | +75.3% | +104.8% | -29.4% | +47.1% |
| All | +420.1% | +133.2% | +287.0% | +236.2% |
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