+157.7%
GM vs HUT
+221.4%
-63.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.8% | +0.3% |
| 7D | -0.2% | +9.3% | -9.5% | -0.9% |
| 30D | +3.6% | -23.1% | +26.7% | +4.8% |
| 3M | -0.2% | -30.6% | +30.4% | +1.2% |
| 6M | +13.9% | -46.9% | +60.8% | +16.9% |
| YTD | +6.5% | +25.3% | -18.9% | +0.5% |
| 1Y | +20.7% | +59.8% | -39.2% | +10.9% |
| 3Y | +229.5% | +467.2% | -237.7% | +152.5% |
| 5Y | +41.5% | -24.6% | +66.2% | +13.9% |
| All | +157.7% | +221.4% | -63.7% | +58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling