+215.7%
HUT vs SMTC
+230.4%
-14.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.9% |
| 7D | -10.9% | -10.9% | 0.0% | -4.8% |
| 30D | -32.6% | -39.4% | +6.8% | -12.2% |
| 3M | -33.7% | -13.5% | -20.2% | -29.2% |
| 6M | -42.3% | -6.8% | -35.5% | -42.8% |
| YTD | +23.6% | +54.0% | -30.4% | -6.1% |
| 1Y | +20.4% | +50.8% | -30.4% | -7.0% |
| 3Y | +423.2% | +677.3% | -254.1% | +40.6% |
| 5Y | -19.4% | +28.7% | -48.1% | -42.6% |
| All | +215.7% | +230.4% | -14.7% | +76.5% |
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