+448.2%
HUT vs GDDY
+56.7%
+391.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.8% | +7.1% | +8.0% |
| 7D | +5.4% | -3.2% | +8.6% | +6.5% |
| 30D | +8.6% | +6.8% | +1.8% | +3.1% |
| 3M | -15.2% | +30.5% | -45.7% | -32.1% |
| 6M | +92.9% | +13.3% | +79.6% | +61.9% |
| YTD | +114.6% | -21.0% | +135.6% | +120.8% |
| 1Y | +208.5% | -34.0% | +242.5% | +258.2% |
| 3Y | +821.5% | +33.1% | +788.4% | +554.3% |
| 5Y | +101.8% | +30.3% | +71.5% | +52.3% |
| All | +448.2% | +56.7% | +391.5% | +259.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling