+523.8%
HUT vs GGLL
+194.0%
+329.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -10.9% | +5.1% | -16.0% | -14.3% |
| 30D | -32.6% | -35.5% | +2.9% | -16.1% |
| 3M | -33.7% | -39.2% | +5.4% | -16.2% |
| 6M | -42.3% | -54.4% | +12.0% | -17.6% |
| YTD | +23.6% | -29.8% | +53.4% | +30.7% |
| 1Y | +20.4% | -20.4% | +40.8% | +16.4% |
| 3Y | +423.2% | +149.7% | +273.5% | +112.4% |
| All | +523.8% | +194.0% | +329.8% | +126.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling