+301.3%
HUT vs GGLL
+151.4%
+149.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.5% | -1.6% | -4.0% |
| 7D | -30.8% | -1.3% | -29.5% | -31.0% |
| 30D | -50.2% | -36.3% | -13.9% | -39.2% |
| 3M | -50.5% | -42.7% | -7.8% | -37.2% |
| 6M | -42.9% | -53.1% | +10.1% | -22.1% |
| YTD | 0.0% | -32.1% | +32.1% | +6.9% |
| 1Y | -2.2% | -20.1% | +17.8% | -5.9% |
| All | +301.3% | +151.4% | +149.9% | +133.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling