+93.1%
GOOGL vs HUT
-35.8%
+128.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.6% | -13.8% | -0.9% |
| 7D | +1.8% | -11.4% | +13.1% | +2.4% |
| 30D | -18.8% | -41.0% | +22.3% | -14.6% |
| 3M | -20.3% | -41.9% | +21.6% | -16.8% |
| 6M | -28.4% | -51.7% | +23.3% | -24.8% |
| YTD | -8.8% | +14.6% | -23.4% | -16.1% |
| 1Y | +0.3% | +21.4% | -21.1% | -9.4% |
| 3Y | +120.7% | +359.8% | -239.1% | +47.0% |
| All | +93.1% | -35.8% | +128.9% | +50.3% |
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