+172.1%
HUT vs GD
+95.4%
+76.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -2.6% | -20.7% | -21.5% |
| 7D | -29.5% | +3.0% | -32.5% | -30.7% |
| 30D | -45.2% | +10.5% | -55.7% | -48.8% |
| 3M | -51.6% | -5.0% | -46.7% | -50.3% |
| 6M | -37.3% | +5.5% | -42.8% | -40.7% |
| YTD | +6.5% | +10.3% | -3.8% | -2.0% |
| 1Y | +1.7% | +8.2% | -6.4% | -4.8% |
| 3Y | +314.7% | +59.0% | +255.7% | +198.8% |
| 5Y | -33.4% | +104.3% | -137.7% | -57.9% |
| All | +172.1% | +95.4% | +76.7% | +42.2% |
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 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