+183.4%
GLD vs HUT
+221.4%
-38.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.1% | +7.3% | +0.3% |
| 7D | -4.6% | +9.3% | -13.9% | -4.7% |
| 30D | -5.5% | -23.1% | +17.6% | -5.2% |
| 3M | -10.9% | -30.6% | +19.7% | -10.5% |
| 6M | -17.4% | -46.9% | +29.4% | -16.9% |
| YTD | -10.3% | +25.3% | -35.6% | -11.0% |
| 1Y | -7.2% | +59.8% | -67.0% | -8.2% |
| 3Y | +96.9% | +467.2% | -370.3% | +90.1% |
| 5Y | +103.8% | -24.6% | +128.4% | +97.8% |
| All | +183.4% | +221.4% | -38.0% | +156.3% |
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