+220.1%
HUT vs GAP
-14.6%
+234.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.8% | -6.3% | -6.8% |
| 7D | +9.3% | -1.9% | +11.3% | +10.1% |
| 30D | -23.1% | -7.1% | -16.0% | -22.2% |
| 3M | -30.6% | +4.1% | -34.7% | -33.2% |
| 6M | -46.9% | +1.9% | -48.8% | -49.3% |
| YTD | +25.3% | -15.2% | +40.5% | +27.9% |
| 1Y | +59.8% | -10.6% | +70.5% | +59.7% |
| 3Y | +467.2% | +74.6% | +392.6% | +326.3% |
| 5Y | -24.6% | +3.7% | -28.3% | -39.1% |
| All | +220.1% | -14.6% | +234.7% | +82.3% |
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