+478.6%
HUT vs GGLL
+188.6%
+289.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +1.4% | +13.2% | +13.8% |
| 7D | -11.4% | +3.1% | -14.5% | -13.8% |
| 30D | -41.0% | -36.3% | -4.7% | -26.0% |
| 3M | -41.9% | -40.4% | -1.6% | -25.8% |
| 6M | -51.7% | -54.6% | +2.9% | -30.9% |
| YTD | +14.6% | -31.1% | +45.7% | +22.4% |
| 1Y | +21.4% | -19.2% | +40.6% | +15.6% |
| 3Y | +359.8% | +151.5% | +208.3% | +84.3% |
| All | +478.6% | +188.6% | +289.9% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling