+409.1%
HUT vs GGLL
+153.6%
+255.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.5% | +5.8% | +7.1% |
| 7D | +3.7% | +6.3% | -2.7% | -0.3% |
| 30D | -32.3% | -35.1% | +2.8% | -18.0% |
| 3M | -35.6% | -37.7% | +2.0% | -21.6% |
| 6M | -42.1% | -54.1% | +12.0% | -19.9% |
| YTD | +24.1% | -29.4% | +53.5% | +30.4% |
| 1Y | +27.9% | -13.4% | +41.3% | +18.2% |
| 3Y | +409.1% | +158.3% | +250.8% | +192.8% |
| All | +409.1% | +153.6% | +255.5% | +192.8% |
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