+928.0%
HUT vs GGLL
+328.7%
+599.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +7.5% |
| 7D | +17.8% | -4.8% | +22.6% | +21.1% |
| 30D | +0.8% | -13.7% | +14.5% | +8.4% |
| 3M | -26.8% | -21.9% | -4.9% | -19.9% |
| 6M | +72.6% | +11.7% | +60.9% | +46.9% |
| YTD | +103.6% | +2.3% | +101.3% | +80.2% |
| 1Y | +265.3% | +76.2% | +189.1% | +123.1% |
| 3Y | +689.4% | +245.0% | +444.4% | +175.3% |
| All | +928.0% | +328.7% | +599.3% | +212.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling