+85.5%
HUT vs GNRC
-60.2%
+145.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.6% | -3.0% | -3.8% |
| 7D | +2.8% | -0.7% | +3.6% | +3.6% |
| 30D | +2.1% | -15.8% | +17.9% | +15.1% |
| 3M | -14.3% | -24.0% | +9.8% | +1.8% |
| 6M | +84.2% | -13.8% | +98.0% | +99.3% |
| YTD | +97.2% | +33.2% | +64.0% | +56.2% |
| 1Y | +192.7% | -1.8% | +194.5% | +185.9% |
| 3Y | +712.6% | +57.7% | +654.8% | +465.3% |
| 5Y | +85.5% | -59.7% | +145.2% | +187.3% |
| All | +85.5% | -60.2% | +145.6% | +187.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling