+132.0%
GLW vs HUT
+290.3%
-158.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +6.4% | +1.2% | +5.8% |
| 7D | +14.0% | +28.3% | -14.2% | +6.3% |
| 30D | +0.4% | +12.3% | -11.9% | -3.2% |
| 3M | -11.3% | -16.8% | +5.5% | -8.6% |
| 6M | +35.1% | +111.4% | -76.3% | +12.2% |
| YTD | +90.5% | +116.6% | -26.0% | +56.2% |
| 1Y | +132.0% | +290.5% | -158.4% | +92.8% |
| All | +132.0% | +290.3% | -158.3% | +92.8% |
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 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