+103.2%
GLD vs HUT
+336.9%
-233.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.6% | -15.4% | -1.3% |
| 7D | +4.7% | -11.4% | +16.1% | +4.9% |
| 30D | -0.9% | -41.0% | +40.1% | +0.6% |
| 3M | -4.4% | -41.9% | +37.5% | -3.0% |
| 6M | -13.6% | -51.7% | +38.1% | -12.1% |
| YTD | -6.0% | +14.6% | -20.6% | -6.8% |
| 1Y | +1.8% | +21.4% | -19.6% | +0.8% |
| 3Y | +103.2% | +359.8% | -256.7% | +97.1% |
| All | +103.2% | +336.9% | -233.8% | +97.1% |
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 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