+448.2%
HUT vs GNRC
+309.1%
+139.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.9% | +5.9% | +7.0% |
| 7D | +5.4% | -0.2% | +5.6% | +5.8% |
| 30D | +8.6% | -15.7% | +24.4% | +21.0% |
| 3M | -15.2% | -27.3% | +12.1% | +1.8% |
| 6M | +92.9% | -12.1% | +104.9% | +105.6% |
| YTD | +114.6% | +37.1% | +77.5% | +73.4% |
| 1Y | +208.5% | -0.5% | +209.0% | +202.7% |
| 3Y | +821.5% | +61.5% | +760.0% | +573.3% |
| 5Y | +101.8% | -58.6% | +160.4% | +185.5% |
| All | +448.2% | +309.1% | +139.2% | +363.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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