+48.5%
HUT vs SGI
-33.8%
+82.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.7% |
| 7D | +34.9% | -10.7% | +45.6% | +40.6% |
| 30D | -25.9% | -3.6% | -22.3% | -27.2% |
| 3M | -31.7% | -5.4% | -26.3% | -32.7% |
| 6M | -42.2% | -7.0% | -35.2% | -44.9% |
| YTD | +34.9% | -31.6% | +66.5% | +63.7% |
| 1Y | +48.5% | -33.5% | +82.0% | +84.2% |
| All | +48.5% | -33.8% | +82.3% | +84.2% |
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