+215.7%
HUT vs GAP
-11.0%
+226.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | 0.0% |
| 7D | -10.9% | -0.1% | -10.9% | -11.9% |
| 30D | -32.6% | -5.4% | -27.2% | -32.2% |
| 3M | -33.7% | +2.9% | -36.6% | -35.9% |
| 6M | -42.3% | -4.4% | -37.9% | -43.7% |
| YTD | +23.6% | -11.6% | +35.2% | +24.4% |
| 1Y | +20.4% | -6.0% | +26.4% | +18.3% |
| 3Y | +423.2% | +78.0% | +345.2% | +291.1% |
| 5Y | -19.4% | +8.5% | -27.9% | -35.9% |
| All | +215.7% | -11.0% | +226.6% | +77.3% |
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 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