+420.1%
HUT vs SGI
+474.8%
-54.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +5.9% |
| 7D | +17.8% | +8.5% | +9.2% | +12.4% |
| 30D | +0.8% | +0.7% | +0.2% | -0.2% |
| 3M | -26.8% | +0.6% | -27.4% | -28.5% |
| 6M | +72.6% | -17.9% | +90.5% | +92.2% |
| YTD | +103.6% | -21.2% | +124.8% | +130.9% |
| 1Y | +265.3% | -18.9% | +284.1% | +301.7% |
| 3Y | +689.4% | +52.6% | +636.8% | +510.5% |
| 5Y | +75.3% | +60.7% | +14.6% | +27.9% |
| All | +420.1% | +474.8% | -54.7% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling