-13.6%
GLD vs HUT
-48.2%
+34.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.6% | -15.4% | -1.5% |
| 7D | +4.7% | -11.4% | +16.1% | +4.9% |
| 30D | -0.9% | -41.0% | +40.1% | +2.2% |
| 3M | -4.4% | -41.9% | +37.5% | -1.7% |
| 6M | -13.6% | -51.7% | +38.1% | -9.6% |
| All | -13.6% | -48.2% | +34.6% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling