+57.2%
HUT vs GFS
-2.1%
+59.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -4.9% |
| 7D | +18.9% | +4.5% | +14.4% | +15.5% |
| 30D | +12.0% | -8.2% | +20.2% | +18.5% |
| 3M | -14.9% | -38.9% | +24.0% | +16.6% |
| 6M | +96.8% | -2.9% | +99.7% | +92.1% |
| YTD | +108.8% | +31.8% | +77.0% | +61.0% |
| 1Y | +227.4% | +43.1% | +184.2% | +138.9% |
| 3Y | +760.3% | -20.6% | +780.9% | +777.2% |
| All | +57.2% | -2.1% | +59.4% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling