-61.8%
SMR vs HUT
-46.2%
-15.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +14.6% | +1.7% | +10.2% |
| 7D | -9.6% | -11.4% | +1.8% | -7.1% |
| 30D | -33.8% | -41.0% | +7.3% | -20.2% |
| 3M | -46.4% | -41.9% | -4.4% | -36.8% |
| All | -61.8% | -46.2% | -15.6% | -54.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling