+406.9%
GLW vs HUT
+246.0%
+160.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | +15.5% | +34.9% | -19.3% | +12.3% |
| 30D | -19.6% | -25.9% | +6.3% | -17.6% |
| 3M | -28.5% | -31.7% | +3.2% | -26.2% |
| 6M | -39.5% | -42.2% | +2.7% | -36.9% |
| YTD | +37.2% | +34.9% | +2.3% | +33.5% |
| 1Y | +35.4% | +48.5% | -13.1% | +30.4% |
| 3Y | +359.7% | +471.2% | -111.5% | +285.4% |
| 5Y | +244.0% | -18.9% | +262.9% | +199.2% |
| All | +406.9% | +246.0% | +160.9% | +240.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling