-45.9%
SMR vs HUT
+74.4%
-120.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.3% | -1.2% | +4.5% |
| 7D | +1.7% | +3.7% | -2.0% | -0.4% |
| 30D | -24.4% | -32.3% | +7.9% | -15.8% |
| 3M | -44.6% | -35.6% | -9.0% | -38.5% |
| 6M | -56.7% | -42.1% | -14.6% | -50.7% |
| YTD | -61.6% | +24.1% | -85.7% | -65.4% |
| 1Y | -82.1% | +27.9% | -109.9% | -84.2% |
| 3Y | +161.5% | +409.1% | -247.6% | +63.0% |
| All | -45.9% | +74.4% | -120.3% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling