+350.2%
GLW vs HUT
+194.0%
+156.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +14.6% | -12.0% | +1.2% |
| 7D | -13.9% | -11.4% | -2.6% | -13.2% |
| 30D | -35.0% | -41.0% | +6.1% | -32.0% |
| 3M | -32.4% | -41.9% | +9.6% | -29.2% |
| 6M | -41.3% | -51.7% | +10.3% | -37.8% |
| YTD | +21.8% | +14.6% | +7.2% | +20.4% |
| 1Y | +21.8% | +21.4% | +0.5% | +19.4% |
| 3Y | +307.7% | +359.8% | -52.2% | +248.0% |
| 5Y | +213.7% | -27.5% | +241.2% | +176.2% |
| All | +350.2% | +194.0% | +156.2% | +207.1% |
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 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