+720.6%
HUT vs GD
+68.4%
+652.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +7.3% |
| 7D | +17.8% | -5.3% | +23.0% | +21.9% |
| 30D | +0.8% | -6.4% | +7.3% | +4.8% |
| 3M | -26.8% | +5.7% | -32.5% | -30.6% |
| 6M | +72.6% | -0.9% | +73.5% | +72.3% |
| YTD | +103.6% | +8.2% | +95.5% | +90.3% |
| 1Y | +265.3% | +13.4% | +251.8% | +233.6% |
| All | +720.6% | +68.4% | +652.2% | +594.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling