+153.0%
SAP vs HUT
+218.4%
-65.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.3% | -6.6% | +1.3% |
| 7D | +1.6% | +3.7% | -2.0% | +1.1% |
| 30D | +10.5% | -32.3% | +42.9% | +12.0% |
| 3M | +15.2% | -35.6% | +50.8% | +16.6% |
| 6M | +36.7% | -42.1% | +78.8% | +37.8% |
| YTD | -0.6% | +24.1% | -24.7% | -4.9% |
| 1Y | -4.1% | +27.9% | -32.0% | -9.0% |
| 3Y | +73.2% | +409.1% | -335.9% | +44.0% |
| 5Y | +74.1% | -25.9% | +100.1% | +48.6% |
| All | +153.0% | +218.4% | -65.4% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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