+78.8%
SAP vs HUT
-14.7%
+93.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -3.9% | +34.9% | -38.8% | -5.7% |
| 30D | +6.5% | -25.9% | +32.4% | +7.8% |
| 3M | +14.7% | -31.7% | +46.4% | +16.1% |
| 6M | +39.9% | -42.2% | +82.2% | +41.7% |
| YTD | -2.0% | +34.9% | -36.9% | -9.1% |
| 1Y | -6.0% | +48.5% | -54.5% | -14.2% |
| 3Y | +67.7% | +471.2% | -403.5% | +21.8% |
| 5Y | +78.8% | -18.9% | +97.7% | +46.5% |
| All | +78.8% | -14.7% | +93.5% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling