+420.1%
HUT vs GD
+91.6%
+328.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +7.4% |
| 7D | +17.8% | -5.3% | +23.0% | +22.1% |
| 30D | +0.8% | -6.4% | +7.3% | +5.0% |
| 3M | -26.8% | +5.7% | -32.5% | -30.4% |
| 6M | +72.6% | -0.9% | +73.5% | +71.0% |
| YTD | +103.6% | +8.2% | +95.5% | +90.5% |
| 1Y | +265.3% | +13.4% | +251.8% | +232.4% |
| 3Y | +689.4% | +68.5% | +620.9% | +445.6% |
| 5Y | +75.3% | +97.2% | -21.8% | +13.6% |
| All | +420.1% | +91.6% | +328.5% | +176.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling