+191.2%
GLD vs HUT
+240.9%
-49.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.6% | -8.7% | -1.3% |
| 7D | -2.0% | +24.8% | -26.7% | -2.4% |
| 30D | -4.4% | -28.4% | +23.9% | -4.0% |
| 3M | -8.9% | -31.2% | +22.3% | -8.5% |
| 6M | -16.0% | -40.2% | +24.3% | -15.6% |
| YTD | -7.9% | +32.9% | -40.8% | -8.7% |
| 1Y | -3.9% | +39.1% | -42.9% | -4.9% |
| 3Y | +103.4% | +462.8% | -359.3% | +96.3% |
| 5Y | +109.7% | -13.9% | +123.6% | +103.3% |
| All | +191.2% | +240.9% | -49.8% | +163.1% |
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