+230.4%
GM vs HUT
+487.4%
-257.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.1% |
| 7D | -3.4% | +34.9% | -38.3% | -5.6% |
| 30D | +2.7% | -25.9% | +28.6% | +4.3% |
| 3M | -0.4% | -31.7% | +31.3% | +1.2% |
| 6M | +13.3% | -42.2% | +55.6% | +15.7% |
| YTD | +6.8% | +34.9% | -28.1% | 0.0% |
| 1Y | +21.1% | +48.5% | -27.4% | +11.8% |
| All | +230.4% | +487.4% | -257.0% | +161.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling