+145.8%
GOOG vs HUT
+796.3%
-650.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.3% | -0.5% |
| 7D | +1.1% | +28.3% | -27.2% | -1.1% |
| 30D | -5.1% | +12.3% | -17.4% | -6.3% |
| 3M | -7.1% | -16.8% | +9.7% | -6.6% |
| 6M | +12.7% | +111.4% | -98.7% | +2.9% |
| YTD | +7.1% | +116.6% | -109.5% | -3.4% |
| 1Y | +43.6% | +290.5% | -246.9% | +20.5% |
| All | +145.8% | +796.3% | -650.5% | +87.9% |
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