+16.0%
GS vs HUT
+47.0%
-30.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.1% | +7.4% | +1.2% |
| 7D | +5.9% | +9.3% | -3.5% | +4.7% |
| 30D | +4.3% | -23.1% | +27.4% | +6.6% |
| 3M | -11.7% | -30.6% | +18.9% | -9.2% |
| 6M | -3.2% | -46.9% | +43.7% | +1.7% |
| YTD | +5.8% | +25.3% | -19.5% | -2.9% |
| 1Y | +16.0% | +59.8% | -43.8% | +3.5% |
| All | +16.0% | +47.0% | -30.9% | +3.5% |
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