-25.9%
HUT vs GAP
+10.4%
-36.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.8% | +6.7% |
| 7D | +3.7% | 0.0% | +3.6% | +2.1% |
| 30D | -32.3% | -4.3% | -28.0% | -32.1% |
| 3M | -35.6% | +9.4% | -45.0% | -40.4% |
| 6M | -42.1% | -3.3% | -38.8% | -44.4% |
| YTD | +24.1% | -10.5% | +34.7% | +24.0% |
| 1Y | +27.9% | -2.4% | +30.3% | +22.0% |
| 3Y | +409.1% | +80.1% | +329.0% | +211.5% |
| 5Y | -25.9% | +6.5% | -32.4% | -59.6% |
| All | -25.9% | +10.4% | -36.3% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling