+409.8%
GE vs HUT
+218.4%
+191.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.3% | -4.5% | +3.2% |
| 7D | +6.3% | +3.7% | +2.6% | +5.5% |
| 30D | +8.9% | -32.3% | +41.2% | +11.3% |
| 3M | -9.2% | -35.6% | +26.4% | -7.2% |
| 6M | +13.2% | -42.1% | +55.3% | +15.6% |
| YTD | +9.4% | +24.1% | -14.7% | +4.5% |
| 1Y | +9.8% | +27.9% | -18.1% | +3.9% |
| 3Y | +278.2% | +409.1% | -130.9% | +203.5% |
| 5Y | +396.0% | -25.9% | +422.0% | +317.3% |
| All | +409.8% | +218.4% | +191.4% | +237.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling