-7.2%
GLD vs HUT
+47.0%
-54.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.1% | +7.3% | +0.7% |
| 7D | -4.6% | +9.3% | -13.9% | -5.4% |
| 30D | -5.5% | -23.1% | +17.6% | -3.9% |
| 3M | -10.9% | -30.6% | +19.7% | -9.0% |
| 6M | -17.4% | -46.9% | +29.4% | -14.4% |
| YTD | -10.3% | +25.3% | -35.6% | -16.0% |
| 1Y | -7.2% | +59.8% | -67.0% | -14.1% |
| All | -7.2% | +47.0% | -54.1% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling