-4.1%
SAP vs HUT
+21.4%
-25.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.3% | -6.6% | +2.0% |
| 7D | +1.6% | +3.7% | -2.0% | +2.0% |
| 30D | +10.5% | -32.3% | +42.9% | +9.9% |
| 3M | +15.2% | -35.6% | +50.8% | +14.4% |
| 6M | +36.7% | -42.1% | +78.8% | +35.1% |
| YTD | -0.6% | +24.1% | -24.7% | -5.2% |
| All | -4.1% | +21.4% | -25.5% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling