-21.3%
HUT vs GPC
+4.3%
-25.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.4% | -7.5% | -7.3% |
| 7D | +9.3% | +0.4% | +8.9% | +9.2% |
| 30D | -23.1% | -6.3% | -16.8% | -21.3% |
| 3M | -30.6% | -8.2% | -22.4% | -28.6% |
| 6M | -46.9% | +27.1% | -73.9% | -56.4% |
| YTD | +25.3% | +3.1% | +22.2% | +14.6% |
| 1Y | +59.8% | +0.1% | +59.8% | +48.8% |
| 3Y | +467.2% | +0.2% | +467.0% | +376.1% |
| All | -21.3% | +4.3% | -25.6% | -44.6% |
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 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