+192.7%
HUT vs GPC
+72.9%
+119.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.3% | +15.9% | +15.1% |
| 7D | -11.4% | +1.6% | -12.9% | -12.2% |
| 30D | -41.0% | -2.1% | -39.0% | -41.0% |
| 3M | -41.9% | -6.8% | -35.1% | -40.9% |
| 6M | -51.7% | +18.6% | -70.3% | -57.1% |
| YTD | +14.6% | +2.7% | +11.9% | +7.9% |
| 1Y | +21.4% | +1.8% | +19.6% | +14.5% |
| 3Y | +359.8% | +1.1% | +358.8% | +317.8% |
| 5Y | -27.5% | +4.1% | -31.5% | -33.4% |
| All | +192.7% | +72.9% | +119.8% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling