+150.3%
SAP vs HUT
+221.4%
-71.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.1% | +7.5% | +0.7% |
| 7D | +0.6% | +9.3% | -8.7% | +0.2% |
| 30D | +6.5% | -23.1% | +29.6% | +7.3% |
| 3M | +12.2% | -30.6% | +42.8% | +13.2% |
| 6M | +46.1% | -46.9% | +92.9% | +48.0% |
| YTD | -1.6% | +25.3% | -26.9% | -6.0% |
| 1Y | -5.1% | +59.8% | -64.9% | -11.0% |
| 3Y | +68.4% | +467.2% | -398.8% | +39.1% |
| 5Y | +79.4% | -24.6% | +104.1% | +53.0% |
| All | +150.3% | +221.4% | -71.2% | +82.1% |
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