+821.5%
HUT vs GDDY
+30.8%
+790.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.8% | +7.1% | +8.7% |
| 7D | +5.4% | -3.2% | +8.6% | +5.6% |
| 30D | +8.6% | +6.8% | +1.8% | +7.6% |
| 3M | -15.2% | +30.5% | -45.7% | -22.6% |
| 6M | +92.9% | +13.3% | +79.6% | +80.6% |
| YTD | +114.6% | -21.0% | +135.6% | +139.6% |
| 1Y | +208.5% | -34.0% | +242.5% | +285.1% |
| 3Y | +821.5% | +33.1% | +788.4% | +947.1% |
| All | +821.5% | +30.8% | +790.7% | +947.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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