+239.5%
HUT vs GPC
+74.3%
+165.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.3% | +7.9% |
| 7D | +24.8% | -2.1% | +26.9% | +25.8% |
| 30D | -28.4% | -4.5% | -23.8% | -27.5% |
| 3M | -31.2% | -7.7% | -23.5% | -29.7% |
| 6M | -40.2% | +24.3% | -64.6% | -48.0% |
| YTD | +32.9% | +3.5% | +29.4% | +24.8% |
| 1Y | +39.1% | +0.7% | +38.3% | +32.0% |
| 3Y | +462.8% | 0.0% | +462.8% | +414.6% |
| 5Y | -13.9% | +5.8% | -19.7% | -21.3% |
| All | +239.5% | +74.3% | +165.3% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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