+453.2%
HUT vs SGI
+472.3%
-19.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.6% |
| 7D | +28.3% | +9.3% | +19.0% | +21.9% |
| 30D | +12.3% | +6.9% | +5.4% | +7.5% |
| 3M | -16.8% | +2.8% | -19.7% | -19.9% |
| 6M | +111.4% | -12.6% | +124.0% | +126.7% |
| YTD | +116.6% | -21.5% | +138.1% | +146.2% |
| 1Y | +290.5% | -18.8% | +309.2% | +329.1% |
| 3Y | +792.3% | +60.8% | +731.5% | +570.4% |
| 5Y | +94.1% | +60.0% | +34.1% | +41.9% |
| All | +453.2% | +472.3% | -19.1% | +125.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling