+320.1%
GS vs HUT
+240.9%
+79.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.6% | -5.7% | +1.2% |
| 7D | -0.1% | +24.8% | -24.9% | -1.9% |
| 30D | +3.7% | -28.4% | +32.0% | +5.7% |
| 3M | -10.0% | -31.2% | +21.3% | -8.3% |
| 6M | -1.0% | -40.2% | +39.3% | +1.2% |
| YTD | +7.0% | +32.9% | -25.9% | +1.5% |
| 1Y | +16.6% | +39.1% | -22.4% | +9.6% |
| 3Y | +204.4% | +462.8% | -258.4% | +143.9% |
| 5Y | +160.0% | -13.9% | +173.9% | +118.1% |
| All | +320.1% | +240.9% | +79.2% | +154.7% |
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 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