+19.7%
GS vs HUT
-2.9%
+22.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -23.2% | +26.8% | +6.2% |
| 7D | +0.3% | -29.5% | +29.8% | +3.8% |
| 30D | +3.9% | -45.2% | +49.0% | +10.6% |
| 3M | -11.4% | -51.6% | +40.2% | -4.8% |
| 6M | +3.7% | -37.3% | +41.0% | +5.9% |
| YTD | +7.1% | +6.5% | +0.6% | +0.5% |
| 1Y | +19.7% | +1.7% | +17.9% | +12.6% |
| All | +19.7% | -2.9% | +22.5% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling