+1.7%
HUT vs SGI
-10.7%
+12.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +6.8% | -30.1% | -25.8% |
| 7D | -29.5% | +12.1% | -41.6% | -33.8% |
| 30D | -45.2% | +12.1% | -57.3% | -48.7% |
| 3M | -51.6% | +0.4% | -52.1% | -52.0% |
| 6M | -37.3% | -4.0% | -33.3% | -35.9% |
| YTD | +6.5% | -21.2% | +27.8% | +16.8% |
| 1Y | +1.7% | -12.1% | +13.8% | +11.4% |
| All | +1.7% | -10.7% | +12.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling