+391.8%
GLW vs HUT
+218.4%
+173.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.3% | +1.0% | +8.5% |
| 7D | -5.9% | +3.7% | -9.5% | -6.4% |
| 30D | -26.0% | -32.3% | +6.3% | -23.6% |
| 3M | -29.9% | -35.6% | +5.8% | -27.3% |
| 6M | -37.8% | -42.1% | +4.3% | -35.0% |
| YTD | +33.1% | +24.1% | +9.0% | +30.6% |
| 1Y | +36.8% | +27.9% | +9.0% | +33.3% |
| 3Y | +356.1% | +409.1% | -53.0% | +286.0% |
| 5Y | +243.8% | -25.9% | +269.8% | +201.4% |
| All | +391.8% | +218.4% | +173.5% | +233.1% |
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