+227.4%
HUT vs SGI
-20.0%
+247.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.5% |
| 7D | +18.9% | +0.6% | +18.3% | +18.6% |
| 30D | +12.0% | +5.5% | +6.4% | +8.1% |
| 3M | -14.9% | -3.6% | -11.3% | -14.3% |
| 6M | +96.8% | -15.0% | +111.8% | +111.6% |
| YTD | +108.8% | -23.0% | +131.8% | +133.2% |
| 1Y | +227.4% | -18.4% | +245.8% | +302.7% |
| All | +227.4% | -20.0% | +247.4% | +302.7% |
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