+796.4%
HUT vs GME
+11.4%
+785.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.3% | -8.9% | -4.4% |
| 7D | +18.9% | +4.8% | +14.0% | +18.0% |
| 30D | +12.0% | +5.9% | +6.1% | +11.0% |
| 3M | -14.9% | -10.7% | -4.1% | -13.7% |
| 6M | +96.8% | -19.8% | +116.6% | +102.7% |
| YTD | +108.8% | -0.9% | +109.7% | +107.8% |
| 1Y | +227.4% | -15.7% | +243.1% | +233.7% |
| All | +796.4% | +11.4% | +785.0% | +740.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 3y: compounded portfolio wealth divided by compounded GME 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…
3y analysis · Full analysis span regression · 6 months rolling