-4.6%
GS vs HUT
-42.4%
+37.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.1% | -0.3% | -5.7% |
| 7D | -6.3% | -30.8% | +24.5% | -3.3% |
| 30D | -3.1% | -50.2% | +47.0% | +3.5% |
| 3M | -17.7% | -50.5% | +32.8% | -12.4% |
| 6M | -4.6% | -42.9% | +38.4% | -0.3% |
| All | -4.6% | -42.4% | +37.9% | -0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling