+448.2%
HUT vs GPN
-18.3%
+466.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +9.0% |
| 7D | +5.4% | -4.6% | +10.0% | +8.4% |
| 30D | +8.6% | -0.3% | +8.9% | +7.5% |
| 3M | -15.2% | +35.4% | -50.7% | -34.2% |
| 6M | +92.9% | +21.7% | +71.2% | +60.9% |
| YTD | +114.6% | +14.9% | +99.7% | +80.2% |
| 1Y | +208.5% | +3.2% | +205.3% | +178.6% |
| 3Y | +821.5% | -27.1% | +848.6% | +960.5% |
| 5Y | +101.8% | -44.4% | +146.2% | +177.6% |
| All | +448.2% | -18.3% | +466.5% | +683.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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