+420.1%
HUT vs GME
+436.9%
-16.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.2% |
| 7D | +17.8% | +7.2% | +10.6% | +17.2% |
| 30D | +0.8% | +0.8% | +0.1% | +0.8% |
| 3M | -26.8% | -14.0% | -12.8% | -26.0% |
| 6M | +72.6% | -19.7% | +92.3% | +75.2% |
| YTD | +103.6% | -4.6% | +108.2% | +103.8% |
| 1Y | +265.3% | -14.3% | +279.6% | +268.7% |
| 3Y | +689.4% | +4.0% | +685.4% | +646.2% |
| 5Y | +75.3% | -62.2% | +137.5% | +68.2% |
| All | +420.1% | +436.9% | -16.7% | +400.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling