+62.4%
SAP vs HUT
+699.5%
-637.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.1% | -1.1% |
| 7D | -2.9% | +17.8% | -20.7% | -3.5% |
| 30D | +9.0% | +0.8% | +8.2% | +8.8% |
| 3M | +14.9% | -26.8% | +41.7% | +15.8% |
| 6M | +11.9% | +72.6% | -60.7% | +6.8% |
| YTD | -9.9% | +103.6% | -113.5% | -15.2% |
| 1Y | -19.5% | +265.3% | -284.8% | -27.6% |
| All | +62.4% | +699.5% | -637.1% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling