+453.2%
HUT vs GFI
+1,384.7%
-931.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.5% |
| 7D | +28.3% | +5.7% | +22.6% | +26.7% |
| 30D | +12.3% | +15.6% | -3.3% | +8.7% |
| 3M | -16.8% | +31.5% | -48.3% | -22.3% |
| 6M | +111.4% | -3.7% | +115.1% | +112.1% |
| YTD | +116.6% | +11.2% | +105.3% | +112.5% |
| 1Y | +290.5% | +36.4% | +254.1% | +269.6% |
| 3Y | +792.3% | +313.5% | +478.8% | +560.0% |
| 5Y | +94.1% | +528.0% | -433.9% | +27.6% |
| All | +453.2% | +1,384.7% | -931.5% | +208.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling