+554.5%
GLW vs HUT
+422.3%
+132.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.2% | -0.5% | +5.1% |
| 7D | +3.8% | +17.8% | -14.0% | +2.3% |
| 30D | -1.3% | +0.8% | -2.2% | -1.5% |
| 3M | -21.8% | -26.8% | +5.0% | -20.0% |
| 6M | +6.9% | +72.6% | -65.7% | +2.2% |
| YTD | +77.2% | +103.6% | -26.5% | +66.6% |
| 1Y | +123.2% | +265.3% | -142.0% | +100.1% |
| 3Y | +400.0% | +689.4% | -289.4% | +306.1% |
| 5Y | +342.8% | +75.3% | +267.5% | +265.1% |
| All | +554.5% | +422.3% | +132.2% | +325.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling