+41.9%
GM vs HUT
-14.7%
+56.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.1% |
| 7D | -3.4% | +34.9% | -38.3% | -6.7% |
| 30D | +2.7% | -25.9% | +28.6% | +4.9% |
| 3M | -0.4% | -31.7% | +31.3% | +1.8% |
| 6M | +13.3% | -42.2% | +55.6% | +16.5% |
| YTD | +6.8% | +34.9% | -28.1% | -3.2% |
| 1Y | +21.1% | +48.5% | -27.4% | +7.2% |
| 3Y | +231.0% | +471.2% | -240.2% | +112.4% |
| 5Y | +41.9% | -18.9% | +60.8% | +3.3% |
| All | +41.9% | -14.7% | +56.6% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling