+265.3%
HUT vs GGLL
+80.0%
+185.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +7.1% |
| 7D | +17.8% | -4.8% | +22.6% | +19.9% |
| 30D | +0.8% | -13.7% | +14.5% | +6.0% |
| 3M | -26.8% | -21.9% | -4.9% | -19.7% |
| 6M | +72.6% | +11.7% | +60.9% | +48.4% |
| YTD | +103.6% | +2.3% | +101.3% | +79.7% |
| 1Y | +265.3% | +76.2% | +189.1% | +116.7% |
| All | +265.3% | +80.0% | +185.3% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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