+510.6%
HUT vs GPC
-0.2%
+510.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +34.9% | -1.3% | +36.2% | +35.1% |
| 30D | -25.9% | -6.0% | -19.9% | -25.2% |
| 3M | -31.7% | -7.6% | -24.1% | -31.0% |
| 6M | -42.2% | +24.2% | -66.5% | -48.5% |
| YTD | +34.9% | +2.7% | +32.2% | +27.3% |
| 1Y | +48.5% | +0.2% | +48.4% | +41.3% |
| All | +510.6% | -0.2% | +510.8% | +526.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling