+53.4%
HUT vs GFS
-3.7%
+57.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +5.2% |
| 7D | +17.8% | +1.0% | +16.8% | +17.1% |
| 30D | +0.8% | -8.6% | +9.4% | +6.5% |
| 3M | -26.8% | -46.5% | +19.8% | +10.2% |
| 6M | +72.6% | -4.8% | +77.4% | +71.1% |
| YTD | +103.6% | +29.7% | +74.0% | +58.9% |
| 1Y | +265.3% | +35.8% | +229.4% | +175.9% |
| 3Y | +689.4% | -18.3% | +707.7% | +684.0% |
| All | +53.4% | -3.7% | +57.0% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling