+314.1%
GS vs HUT
+246.0%
+68.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.5% |
| 7D | +5.1% | +34.9% | -29.7% | +2.6% |
| 30D | +2.4% | -25.9% | +28.3% | +4.1% |
| 3M | -11.5% | -31.7% | +20.2% | -9.8% |
| 6M | -2.5% | -42.2% | +39.7% | -0.1% |
| YTD | +5.5% | +34.9% | -29.4% | 0.0% |
| 1Y | +11.0% | +48.5% | -37.5% | +3.9% |
| 3Y | +200.1% | +471.2% | -271.1% | +140.1% |
| 5Y | +154.7% | -18.9% | +173.6% | +114.3% |
| All | +314.1% | +246.0% | +68.1% | +150.8% |
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