+121.0%
GOOG vs HUT
+445.7%
-324.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.1% | +6.1% | -0.4% |
| 7D | +3.0% | +9.3% | -6.3% | +2.2% |
| 30D | -14.9% | -23.1% | +8.2% | -13.6% |
| 3M | -14.9% | -30.6% | +15.7% | -13.4% |
| 6M | -26.6% | -46.9% | +20.2% | -24.5% |
| YTD | -6.6% | +25.3% | -31.9% | -12.6% |
| 1Y | +5.1% | +59.8% | -54.8% | -4.5% |
| 3Y | +121.0% | +467.2% | -346.2% | +76.5% |
| All | +121.0% | +445.7% | -324.7% | +76.5% |
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