-25.9%
HUT vs SMTC
+28.0%
-54.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +12.8% | -4.5% | +1.0% |
| 7D | +3.7% | -4.8% | +8.5% | +7.5% |
| 30D | -32.3% | -37.8% | +5.5% | -11.6% |
| 3M | -35.6% | -16.5% | -19.2% | -29.8% |
| 6M | -42.1% | -4.4% | -37.7% | -43.9% |
| YTD | +24.1% | +58.0% | -33.9% | -10.2% |
| 1Y | +27.9% | +62.0% | -34.1% | -8.1% |
| 3Y | +409.1% | +745.7% | -336.6% | -2.2% |
| 5Y | -25.9% | +29.0% | -55.0% | -7.8% |
| All | -25.9% | +28.0% | -54.0% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling