+643.2%
GEV vs HUT
+891.9%
-248.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.4% | -3.2% | +1.8% |
| 7D | +8.1% | +28.3% | -20.2% | +2.4% |
| 30D | -1.9% | +12.3% | -14.2% | -4.8% |
| 3M | +4.1% | -16.8% | +20.9% | +6.1% |
| 6M | +23.2% | +111.4% | -88.2% | +1.2% |
| YTD | +48.9% | +116.6% | -67.7% | +19.7% |
| 1Y | +62.2% | +290.5% | -228.3% | +9.6% |
| All | +643.2% | +891.9% | -248.8% | +302.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling