-10.2%
GLD vs HUT
-42.4%
+32.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.1% | +6.9% | +1.2% |
| 7D | +1.9% | -30.8% | +32.7% | +3.9% |
| 30D | -1.8% | -50.2% | +48.4% | +2.5% |
| 3M | -3.6% | -50.5% | +46.8% | +0.2% |
| 6M | -10.2% | -42.9% | +32.7% | -8.8% |
| All | -10.2% | -42.4% | +32.2% | -8.8% |
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