+1.7%
HUT vs GFS
+15.5%
-13.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -5.9% | -17.3% | -19.3% |
| 7D | -29.5% | -12.5% | -17.0% | -22.1% |
| 30D | -45.2% | -16.9% | -28.3% | -37.7% |
| 3M | -51.6% | -22.3% | -29.4% | -43.0% |
| 6M | -37.3% | -40.2% | +2.9% | -17.8% |
| YTD | +6.5% | +16.0% | -9.4% | -18.5% |
| 1Y | +1.7% | +17.7% | -15.9% | -23.5% |
| All | +1.7% | +15.5% | -13.8% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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