+265.3%
HUT vs GTLB
+14.4%
+250.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +6.3% |
| 7D | +17.8% | +11.1% | +6.7% | +18.6% |
| 30D | +0.8% | +37.8% | -37.0% | +3.0% |
| 3M | -26.8% | +61.6% | -88.4% | -24.8% |
| 6M | +72.6% | +98.9% | -26.4% | +79.9% |
| YTD | +103.6% | +32.8% | +70.9% | +129.2% |
| 1Y | +265.3% | +14.7% | +250.6% | +380.2% |
| All | +265.3% | +14.4% | +250.8% | +380.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling