+239.5%
HUT vs GRMN
+496.4%
-256.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.8% | +5.7% | +6.2% |
| 7D | +24.8% | +1.7% | +23.1% | +23.5% |
| 30D | -28.4% | +10.2% | -38.6% | -35.0% |
| 3M | -31.2% | -4.7% | -26.5% | -30.1% |
| 6M | -40.2% | +22.3% | -62.5% | -52.7% |
| YTD | +32.9% | +46.7% | -13.8% | -7.9% |
| 1Y | +39.1% | +49.6% | -10.6% | -4.9% |
| 3Y | +462.8% | +165.3% | +297.5% | +120.3% |
| 5Y | -13.9% | +130.3% | -144.2% | -62.5% |
| All | +239.5% | +496.4% | -256.9% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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