+402.7%
GE vs HUT
+246.0%
+156.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.6% |
| 7D | +5.1% | +34.9% | -29.7% | +2.8% |
| 30D | +7.6% | -25.9% | +33.4% | +9.2% |
| 3M | -9.3% | -31.7% | +22.4% | -7.8% |
| 6M | +11.5% | -42.2% | +53.8% | +13.9% |
| YTD | +7.9% | +34.9% | -27.0% | +2.4% |
| 1Y | +7.6% | +48.5% | -40.9% | +0.8% |
| 3Y | +265.9% | +471.2% | -205.3% | +191.1% |
| 5Y | +405.9% | -18.9% | +424.8% | +322.9% |
| All | +402.7% | +246.0% | +156.7% | +230.7% |
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