+215.7%
HUT vs GD
+96.8%
+118.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.4% |
| 7D | -10.9% | -1.9% | -9.1% | -9.3% |
| 30D | -32.6% | +10.9% | -43.6% | -37.2% |
| 3M | -33.7% | -6.8% | -27.0% | -30.9% |
| 6M | -42.3% | +7.0% | -49.4% | -45.9% |
| YTD | +23.6% | +11.1% | +12.5% | +13.2% |
| 1Y | +20.4% | +7.0% | +13.3% | +13.5% |
| 3Y | +423.2% | +59.9% | +363.3% | +276.0% |
| 5Y | -19.4% | +102.5% | -121.9% | -48.8% |
| All | +215.7% | +96.8% | +118.8% | +64.4% |
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