+606.9%
GEV vs HUT
+803.3%
-196.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.5% | +2.7% | -1.7% |
| 7D | -1.9% | +2.8% | -4.8% | -2.5% |
| 30D | -8.7% | +2.1% | -10.7% | -9.6% |
| 3M | +6.6% | -14.3% | +20.9% | +8.0% |
| 6M | +10.2% | +84.2% | -74.0% | -6.8% |
| YTD | +41.6% | +97.2% | -55.6% | +16.1% |
| 1Y | +43.9% | +192.7% | -148.8% | +3.9% |
| All | +606.9% | +803.3% | -196.4% | +290.3% |
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