+7.5%
SMR vs HUT
+193.3%
-185.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -2.2% |
| 7D | +13.1% | +18.9% | -5.8% | +7.1% |
| 30D | +17.8% | +12.0% | +5.8% | +13.0% |
| 3M | +8.1% | -14.9% | +23.0% | +11.6% |
| 6M | -11.1% | +96.8% | -107.9% | -29.0% |
| YTD | -23.7% | +108.8% | -132.5% | -39.9% |
| 1Y | -69.4% | +227.4% | -296.8% | -78.8% |
| 3Y | +82.6% | +760.3% | -677.7% | -0.8% |
| All | +7.5% | +193.3% | -185.9% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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