+448.2%
HUT vs GFI
+1,318.9%
-870.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.3% | +10.1% | +9.1% |
| 7D | +5.4% | -4.9% | +10.3% | +6.6% |
| 30D | +8.6% | +10.7% | -2.1% | +6.2% |
| 3M | -15.2% | +25.6% | -40.9% | -20.1% |
| 6M | +92.9% | -8.3% | +101.1% | +95.7% |
| YTD | +114.6% | +6.3% | +108.3% | +112.9% |
| 1Y | +208.5% | +22.1% | +186.4% | +198.3% |
| 3Y | +821.5% | +289.2% | +532.3% | +591.1% |
| 5Y | +101.8% | +531.7% | -429.8% | +32.9% |
| All | +448.2% | +1,318.9% | -870.7% | +208.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling