+433.3%
HUT vs GAP
-14.1%
+447.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.0% | -2.0% |
| 7D | +18.9% | -3.2% | +22.1% | +20.3% |
| 30D | +12.0% | -0.7% | +12.7% | +10.9% |
| 3M | -14.9% | -0.5% | -14.4% | -16.4% |
| 6M | +96.8% | -5.0% | +101.8% | +96.0% |
| YTD | +108.8% | -14.7% | +123.5% | +115.4% |
| 1Y | +227.4% | -8.6% | +236.0% | +229.8% |
| 3Y | +760.3% | +108.4% | +651.9% | +515.9% |
| 5Y | +86.1% | +5.8% | +80.3% | +50.8% |
| All | +433.3% | -14.1% | +447.4% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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