-13.9%
HUT vs GFS
-26.8%
+12.9%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.5% | +2.1% | +3.7% |
| 7D | +24.8% | +6.2% | +18.5% | +20.0% |
| 30D | -28.4% | -11.4% | -17.0% | -20.9% |
| 3M | -31.2% | -15.5% | -15.8% | -22.0% |
| 6M | -40.2% | -42.6% | +2.4% | -14.3% |
| YTD | +32.9% | +23.2% | +9.7% | +7.9% |
| 1Y | +39.1% | +23.6% | +15.5% | +13.1% |
| 3Y | +462.8% | -17.2% | +480.0% | +456.1% |
| 5Y | -13.9% | -23.4% | +9.6% | -14.7% |
| All | -13.9% | -26.8% | +12.9% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling