+792.3%
HUT vs SMTC
+556.3%
+236.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +10.0% | -3.6% | +1.8% |
| 7D | +28.3% | +22.9% | +5.3% | +16.8% |
| 30D | +12.3% | +16.6% | -4.3% | +4.1% |
| 3M | -16.8% | +2.4% | -19.2% | -19.8% |
| 6M | +111.4% | +98.3% | +13.1% | +50.9% |
| YTD | +116.6% | +120.7% | -4.1% | +47.8% |
| 1Y | +290.5% | +168.3% | +122.2% | +147.1% |
| 3Y | +792.3% | +571.7% | +220.6% | +328.4% |
| All | +792.3% | +556.3% | +236.0% | +328.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling