+453.2%
HUT vs GPN
-17.2%
+470.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.4% | +9.7% | +8.5% |
| 7D | +28.3% | -0.7% | +29.0% | +28.6% |
| 30D | +12.3% | +3.8% | +8.5% | +8.3% |
| 3M | -16.8% | +39.2% | -56.0% | -36.4% |
| 6M | +111.4% | +17.9% | +93.5% | +80.3% |
| YTD | +116.6% | +16.4% | +100.2% | +80.4% |
| 1Y | +290.5% | +3.6% | +286.8% | +251.7% |
| 3Y | +792.3% | -26.7% | +819.0% | +924.2% |
| 5Y | +94.1% | -44.8% | +138.9% | +168.0% |
| All | +453.2% | -17.2% | +470.4% | +684.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling