-36.7%
HUT vs GD
+97.4%
-134.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.3% | -3.8% | -4.2% |
| 7D | -30.8% | -3.9% | -26.9% | -28.0% |
| 30D | -50.2% | +8.1% | -58.2% | -53.4% |
| 3M | -50.5% | -6.8% | -43.7% | -47.8% |
| 6M | -42.9% | +3.0% | -45.9% | -45.8% |
| YTD | 0.0% | +7.8% | -7.7% | -8.8% |
| 1Y | -2.2% | +5.8% | -8.0% | -8.9% |
| 3Y | +289.4% | +55.3% | +234.1% | +148.6% |
| 5Y | -36.7% | +96.7% | -133.4% | -67.2% |
| All | -36.7% | +97.4% | -134.1% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling