-13.9%
HUT vs GME
-48.9%
+35.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.5% | +7.1% | +7.4% |
| 7D | +24.8% | +1.6% | +23.1% | +24.5% |
| 30D | -28.4% | -6.2% | -22.2% | -27.2% |
| 3M | -31.2% | +35.8% | -67.0% | -36.8% |
| 6M | -40.2% | +10.3% | -50.5% | -42.5% |
| YTD | +32.9% | +27.2% | +5.7% | +22.6% |
| 1Y | +39.1% | +19.1% | +19.9% | +30.5% |
| 3Y | +462.8% | +103.7% | +359.0% | +182.4% |
| 5Y | -13.9% | -50.0% | +36.1% | -33.5% |
| All | -13.9% | -48.9% | +35.0% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling