+491.1%
GOOGL vs HUT
+435.6%
+55.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -2.0% |
| 7D | -1.9% | +18.9% | -20.7% | -3.1% |
| 30D | -7.5% | +12.0% | -19.4% | -8.5% |
| 3M | -9.2% | -14.9% | +5.7% | -9.0% |
| 6M | +8.1% | +96.8% | -88.7% | +0.8% |
| YTD | +5.8% | +108.8% | -102.9% | -2.5% |
| 1Y | +38.3% | +227.4% | -189.0% | +21.7% |
| 3Y | +144.8% | +760.3% | -615.5% | +89.0% |
| 5Y | +132.5% | +86.1% | +46.5% | +82.2% |
| All | +491.1% | +435.6% | +55.5% | +263.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling