+501.2%
GOOG vs HUT
+422.3%
+78.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -1.5% |
| 7D | -2.1% | +17.8% | -19.9% | -3.3% |
| 30D | -6.8% | +0.8% | -7.7% | -7.1% |
| 3M | -9.1% | -26.8% | +17.7% | -7.9% |
| 6M | +10.7% | +72.6% | -61.8% | +4.3% |
| YTD | +7.1% | +103.6% | -96.6% | -1.1% |
| 1Y | +44.6% | +265.3% | -220.6% | +26.2% |
| 3Y | +147.4% | +689.4% | -542.0% | +92.5% |
| 5Y | +133.8% | +75.3% | +58.5% | +83.9% |
| All | +501.2% | +422.3% | +78.9% | +274.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling