+746.7%
HUT vs GFI
+292.6%
+454.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.9% | -2.7% | -4.7% |
| 7D | +2.8% | -5.1% | +8.0% | +4.4% |
| 30D | +2.1% | +13.4% | -11.4% | -1.3% |
| 3M | -14.3% | +36.2% | -50.5% | -22.0% |
| 6M | +84.2% | -9.8% | +94.0% | +86.2% |
| YTD | +97.2% | +7.7% | +89.5% | +97.1% |
| 1Y | +192.7% | +27.2% | +165.5% | +191.3% |
| All | +746.7% | +292.6% | +454.1% | +804.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling