-53.7%
SMR vs HUT
+76.1%
-129.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.1% | +3.8% | -1.1% |
| 7D | -8.3% | +9.3% | -17.6% | -10.9% |
| 30D | -20.1% | -23.1% | +3.0% | -14.6% |
| 3M | -52.7% | -30.6% | -22.1% | -48.8% |
| 6M | -61.0% | -46.9% | -14.2% | -54.6% |
| YTD | -67.1% | +25.3% | -92.4% | -70.5% |
| 1Y | -79.9% | +59.8% | -139.7% | -83.3% |
| 3Y | +101.7% | +467.2% | -365.5% | +24.1% |
| All | -53.7% | +76.1% | -129.7% | -73.5% |
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