+453.2%
HUT vs GNRC
+316.1%
+137.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.5% | +4.8% | +5.4% |
| 7D | +28.3% | +4.8% | +23.4% | +24.8% |
| 30D | +12.3% | -10.4% | +22.7% | +20.3% |
| 3M | -16.8% | -28.5% | +11.6% | +0.8% |
| 6M | +111.4% | -6.8% | +118.1% | +117.2% |
| YTD | +116.6% | +39.5% | +77.1% | +72.9% |
| 1Y | +290.5% | +3.4% | +287.1% | +273.5% |
| 3Y | +792.3% | +65.1% | +727.1% | +542.1% |
| 5Y | +94.1% | -57.1% | +151.2% | +169.2% |
| All | +453.2% | +316.1% | +137.1% | +362.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling