+265.3%
HUT vs GFI
+45.3%
+220.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +7.2% |
| 7D | +17.8% | +3.1% | +14.7% | +15.6% |
| 30D | +0.8% | +27.1% | -26.3% | -13.5% |
| 3M | -26.8% | +21.2% | -47.9% | -36.1% |
| 6M | +72.6% | -4.5% | +77.1% | +73.8% |
| YTD | +103.6% | +11.7% | +91.9% | +93.1% |
| 1Y | +265.3% | +46.0% | +219.2% | +265.5% |
| All | +265.3% | +45.3% | +220.0% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling