+120.7%
GOOGL vs HUT
+335.1%
-214.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.6% | -13.8% | -0.4% |
| 7D | +1.8% | -11.4% | +13.1% | +2.2% |
| 30D | -18.8% | -41.0% | +22.3% | -15.8% |
| 3M | -20.3% | -41.9% | +21.6% | -17.8% |
| 6M | -28.4% | -51.7% | +23.3% | -25.8% |
| YTD | -8.8% | +14.6% | -23.4% | -14.0% |
| 1Y | +0.3% | +21.4% | -21.1% | -6.8% |
| All | +120.7% | +335.1% | -214.4% | +77.7% |
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