+84.9%
GM vs HUT
+85.1%
-0.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.4% | -8.6% | -3.0% |
| 7D | +0.4% | +28.3% | -27.9% | -2.5% |
| 30D | -1.8% | +12.3% | -14.1% | -3.6% |
| 3M | +2.6% | -16.8% | +19.4% | +3.2% |
| 6M | +14.6% | +111.4% | -96.8% | +1.8% |
| YTD | +6.2% | +116.6% | -110.4% | -6.9% |
| 1Y | +48.7% | +290.5% | -241.8% | +17.7% |
| 3Y | +168.3% | +792.3% | -624.0% | +68.4% |
| All | +84.9% | +85.1% | -0.2% | +21.8% |
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