+38.2%
GLW vs HUT
+33.5%
+4.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.6% | -0.1% | +4.8% |
| 7D | +1.4% | +24.8% | -23.3% | -5.9% |
| 30D | -18.2% | -28.4% | +10.2% | -10.1% |
| 3M | -24.2% | -31.2% | +7.0% | -15.9% |
| 6M | -41.7% | -40.2% | -1.5% | -33.5% |
| YTD | +38.3% | +32.9% | +5.4% | +24.4% |
| 1Y | +38.2% | +39.1% | -0.9% | +22.7% |
| All | +38.2% | +33.5% | +4.7% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling