+94.1%
HUT vs GRMN
+76.7%
+17.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.5% | +6.8% | +6.8% |
| 7D | +28.3% | +0.2% | +28.1% | +28.1% |
| 30D | +12.3% | -11.3% | +23.6% | +24.1% |
| 3M | -16.8% | +17.7% | -34.5% | -32.6% |
| 6M | +111.4% | +14.2% | +97.2% | +79.6% |
| YTD | +116.6% | +37.0% | +79.5% | +54.4% |
| 1Y | +290.5% | +17.0% | +273.5% | +220.0% |
| 3Y | +792.3% | +183.2% | +609.1% | +130.4% |
| 5Y | +94.1% | +77.3% | +16.9% | -24.8% |
| All | +94.1% | +76.7% | +17.4% | -24.8% |
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