+232.7%
GLW vs HUT
-25.2%
+257.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.1% | +2.8% | -3.2% |
| 7D | +7.7% | +9.3% | -1.6% | +6.4% |
| 30D | -18.8% | -23.1% | +4.3% | -16.1% |
| 3M | -27.7% | -30.6% | +2.9% | -24.3% |
| 6M | -44.4% | -46.9% | +2.4% | -40.0% |
| YTD | +31.3% | +25.3% | +6.0% | +27.3% |
| 1Y | +40.0% | +59.8% | -19.8% | +31.8% |
| 3Y | +339.2% | +467.2% | -128.0% | +237.8% |
| All | +232.7% | -25.2% | +257.9% | +173.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling