+192.7%
HUT vs GD
+89.7%
+103.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.6% | +15.2% | +15.0% |
| 7D | -11.4% | -5.0% | -6.4% | -7.8% |
| 30D | -41.0% | +8.9% | -50.0% | -44.4% |
| 3M | -41.9% | -8.0% | -33.9% | -39.0% |
| 6M | -51.7% | +2.9% | -54.6% | -53.4% |
| YTD | +14.6% | +7.1% | +7.5% | +7.6% |
| 1Y | +21.4% | +5.9% | +15.5% | +15.2% |
| 3Y | +359.8% | +53.9% | +306.0% | +238.7% |
| 5Y | -27.5% | +95.4% | -122.9% | -52.8% |
| All | +192.7% | +89.7% | +103.1% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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