+220.1%
HUT vs GIS
-5.2%
+225.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.4% | -9.5% | -6.1% |
| 7D | +9.3% | -3.4% | +12.7% | +8.1% |
| 30D | -23.1% | +6.9% | -30.0% | -19.9% |
| 3M | -30.6% | -10.1% | -20.5% | -31.6% |
| 6M | -46.9% | +5.9% | -52.7% | -44.2% |
| YTD | +25.3% | -21.1% | +46.4% | +22.6% |
| 1Y | +59.8% | -22.5% | +82.3% | +55.8% |
| 3Y | +467.2% | -39.0% | +506.2% | +433.0% |
| 5Y | -24.6% | -33.3% | +8.7% | -28.1% |
| All | +220.1% | -5.2% | +225.3% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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