+148.7%
SAP vs HUT
+194.0%
-45.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +14.6% | -18.7% | -4.8% |
| 7D | -0.7% | -11.4% | +10.7% | -0.5% |
| 30D | +11.1% | -41.0% | +52.1% | +13.3% |
| 3M | +17.0% | -41.9% | +59.0% | +19.0% |
| 6M | +34.8% | -51.7% | +86.5% | +37.2% |
| YTD | -2.2% | +14.6% | -16.8% | -6.2% |
| 1Y | -6.4% | +21.4% | -27.8% | -11.0% |
| 3Y | +75.1% | +359.8% | -284.7% | +46.3% |
| 5Y | +69.8% | -27.5% | +97.3% | +45.2% |
| All | +148.7% | +194.0% | -45.2% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling