+420.1%
HUT vs GAP
-9.8%
+429.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +6.0% |
| 7D | +17.8% | -4.5% | +22.3% | +19.7% |
| 30D | +0.8% | +9.0% | -8.2% | -3.4% |
| 3M | -26.8% | +5.0% | -31.8% | -29.5% |
| 6M | +72.6% | -17.8% | +90.4% | +80.8% |
| YTD | +103.6% | -10.4% | +114.0% | +106.5% |
| 1Y | +265.3% | -3.4% | +268.7% | +260.9% |
| 3Y | +689.4% | +111.5% | +577.9% | +462.1% |
| 5Y | +75.3% | +8.8% | +66.5% | +40.3% |
| All | +420.1% | -9.8% | +429.9% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling