+194.5%
GLD vs HUT
+217.0%
-22.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.7% |
| 7D | +2.8% | -10.9% | +13.8% | +2.9% |
| 30D | -4.0% | -32.6% | +28.7% | -3.4% |
| 3M | -8.2% | -33.7% | +25.5% | -7.8% |
| 6M | -14.8% | -42.3% | +27.5% | -14.4% |
| YTD | -6.8% | +23.6% | -30.4% | -7.5% |
| 1Y | -2.4% | +20.4% | -22.7% | -3.2% |
| 3Y | +105.8% | +423.2% | -317.5% | +98.9% |
| 5Y | +113.3% | -19.4% | +132.7% | +107.1% |
| All | +194.5% | +217.0% | -22.5% | +166.5% |
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