+97.7%
GOOG vs HUT
-25.2%
+122.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.1% | +6.1% | -0.1% |
| 7D | +3.0% | +9.3% | -6.3% | +1.9% |
| 30D | -14.9% | -23.1% | +8.2% | -13.1% |
| 3M | -14.9% | -30.6% | +15.7% | -12.8% |
| 6M | -26.6% | -46.9% | +20.2% | -23.7% |
| YTD | -6.6% | +25.3% | -31.9% | -14.9% |
| 1Y | +5.1% | +59.8% | -54.8% | -8.2% |
| 3Y | +121.0% | +467.2% | -346.2% | +42.6% |
| All | +97.7% | -25.2% | +122.9% | +48.9% |
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 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