+104.1%
GLD vs HUT
-25.2%
+129.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.1% | +7.3% | +0.4% |
| 7D | -4.6% | +9.3% | -13.9% | -4.8% |
| 30D | -5.5% | -23.1% | +17.6% | -5.0% |
| 3M | -10.9% | -30.6% | +19.7% | -10.3% |
| 6M | -17.4% | -46.9% | +29.4% | -16.5% |
| YTD | -10.3% | +25.3% | -35.6% | -11.3% |
| 1Y | -7.2% | +59.8% | -67.0% | -8.6% |
| 3Y | +96.9% | +467.2% | -370.3% | +87.6% |
| All | +104.1% | -25.2% | +129.3% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling