+86.3%
HUT vs GPC
+30.9%
+55.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +5.7% |
| 7D | +17.8% | +1.2% | +16.6% | +17.2% |
| 30D | +0.8% | +6.0% | -5.1% | -2.1% |
| 3M | -26.8% | +42.6% | -69.4% | -42.3% |
| 6M | +72.6% | +22.8% | +49.8% | +49.0% |
| YTD | +103.6% | +15.5% | +88.2% | +79.1% |
| 1Y | +265.3% | +2.0% | +263.2% | +245.2% |
| 3Y | +689.4% | -1.4% | +690.8% | +622.2% |
| All | +86.3% | +30.9% | +55.4% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling