-19.4%
HUT vs GH
+46.0%
-65.5%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +0.7% |
| 7D | -10.9% | -11.2% | +0.3% | -5.0% |
| 30D | -32.6% | -7.2% | -25.4% | -29.3% |
| 3M | -33.7% | -7.1% | -26.6% | -31.4% |
| 6M | -42.3% | +62.3% | -104.7% | -56.5% |
| YTD | +23.6% | +52.1% | -28.5% | -4.7% |
| 1Y | +20.4% | +58.6% | -38.3% | -9.0% |
| 3Y | +423.2% | +619.9% | -196.7% | +43.0% |
| 5Y | -19.4% | +49.7% | -69.1% | -55.3% |
| All | -19.4% | +46.0% | -65.5% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling