+129.2%
SAP vs HUT
+422.3%
-293.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.1% | -1.2% |
| 7D | -2.9% | +17.8% | -20.7% | -3.7% |
| 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% | +6.7% |
| YTD | -9.9% | +103.6% | -113.5% | -15.3% |
| 1Y | -19.5% | +265.3% | -284.8% | -27.5% |
| 3Y | +61.8% | +689.4% | -627.6% | +32.4% |
| 5Y | +56.2% | +75.3% | -19.2% | +29.2% |
| All | +129.2% | +422.3% | -293.1% | +64.2% |
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