+433.3%
HUT vs SMTC
+377.3%
+56.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.0% |
| 7D | +18.9% | +22.5% | -3.6% | +6.9% |
| 30D | +12.0% | +24.9% | -12.9% | -1.0% |
| 3M | -14.9% | +4.1% | -18.9% | -19.2% |
| 6M | +96.8% | +92.6% | +4.2% | +33.7% |
| YTD | +108.8% | +122.5% | -13.7% | +31.3% |
| 1Y | +227.4% | +166.2% | +61.1% | +87.5% |
| 3Y | +760.3% | +577.2% | +183.1% | +146.0% |
| 5Y | +86.1% | +119.0% | -32.9% | +3.0% |
| All | +433.3% | +377.3% | +56.1% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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