+94.1%
HUT vs GME
-62.6%
+156.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.4% | +7.8% | +6.7% |
| 7D | +28.3% | +0.4% | +27.8% | +28.1% |
| 30D | +12.3% | -1.4% | +13.7% | +12.8% |
| 3M | -16.8% | -15.1% | -1.7% | -13.6% |
| 6M | +111.4% | -22.5% | +133.9% | +125.0% |
| YTD | +116.6% | -5.9% | +122.5% | +117.3% |
| 1Y | +290.5% | -18.6% | +309.1% | +308.1% |
| 3Y | +792.3% | +6.7% | +785.6% | +461.0% |
| 5Y | +94.1% | -62.0% | +156.1% | +63.5% |
| All | +94.1% | -62.6% | +156.7% | +63.5% |
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