+349.8%
HUT vs GH
+446.7%
-96.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.0% | -5.1% | -6.3% |
| 7D | +9.3% | +0.6% | +8.8% | +9.2% |
| 30D | -23.1% | -6.9% | -16.2% | -20.0% |
| 3M | -30.6% | -4.9% | -25.7% | -29.3% |
| 6M | -46.9% | +54.1% | -100.9% | -56.5% |
| YTD | +25.3% | +48.5% | -23.2% | +3.4% |
| 1Y | +59.8% | +61.2% | -1.3% | +27.5% |
| 3Y | +467.2% | +570.3% | -103.2% | +123.9% |
| 5Y | -24.6% | +46.1% | -70.8% | -52.3% |
| All | +349.8% | +446.7% | -96.9% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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