+433.3%
HUT vs GRMN
+450.1%
-16.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -2.6% |
| 7D | +18.9% | -1.4% | +20.3% | +20.2% |
| 30D | +12.0% | -13.1% | +25.1% | +24.6% |
| 3M | -14.9% | +14.9% | -29.8% | -27.9% |
| 6M | +96.8% | +13.1% | +83.7% | +71.8% |
| YTD | +108.8% | +35.3% | +73.5% | +57.1% |
| 1Y | +227.4% | +16.0% | +211.4% | +177.6% |
| 3Y | +760.3% | +179.6% | +580.7% | +219.6% |
| 5Y | +86.1% | +75.0% | +11.1% | -1.2% |
| All | +433.3% | +450.1% | -16.8% | +109.4% |
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