+292.5%
GS vs HUT
+194.0%
+98.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.6% | -14.9% | -1.5% |
| 7D | -3.2% | -11.4% | +8.2% | -2.8% |
| 30D | -2.4% | -41.0% | +38.6% | +1.0% |
| 3M | -15.7% | -41.9% | +26.2% | -13.1% |
| 6M | -6.8% | -51.7% | +44.9% | -3.1% |
| YTD | -0.1% | +14.6% | -14.7% | -4.0% |
| 1Y | +12.1% | +21.4% | -9.3% | +6.5% |
| 3Y | +185.8% | +359.8% | -174.0% | +132.4% |
| 5Y | +140.1% | -27.5% | +167.6% | +104.0% |
| All | +292.5% | +194.0% | +98.5% | +140.8% |
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