-13.8%
GLD vs HUT
+86.0%
-99.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -1.4% |
| 7D | -0.5% | +17.8% | -18.3% | -1.9% |
| 30D | +4.4% | +0.8% | +3.6% | +4.0% |
| 3M | -1.1% | -26.8% | +25.7% | +0.7% |
| 6M | -13.8% | +72.6% | -86.3% | -19.9% |
| All | -13.8% | +86.0% | -99.8% | -19.9% |
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