+168.3%
GM vs HUT
+772.7%
-604.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.4% | -8.6% | -2.8% |
| 7D | +0.4% | +28.3% | -27.9% | -1.8% |
| 30D | -1.8% | +12.3% | -14.1% | -3.1% |
| 3M | +2.6% | -16.8% | +19.4% | +3.1% |
| 6M | +14.6% | +111.4% | -96.8% | +5.0% |
| YTD | +6.2% | +116.6% | -110.4% | -3.4% |
| 1Y | +48.7% | +290.5% | -241.8% | +25.6% |
| 3Y | +168.3% | +792.3% | -624.0% | +101.5% |
| All | +168.3% | +772.7% | -604.4% | +101.5% |
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