-31.6%
HUT vs GRMN
+117.6%
-149.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.3% | +14.9% | +14.8% |
| 7D | -11.4% | +4.7% | -16.1% | -16.4% |
| 30D | -41.0% | +3.4% | -44.4% | -44.2% |
| 3M | -41.9% | -5.0% | -36.9% | -41.0% |
| 6M | -51.7% | +18.6% | -70.3% | -62.1% |
| YTD | +14.6% | +42.5% | -27.9% | -23.5% |
| 1Y | +21.4% | +42.3% | -20.9% | -18.6% |
| 3Y | +359.8% | +158.5% | +201.4% | +29.8% |
| All | -31.6% | +117.6% | -149.2% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling