+71.6%
HUT vs GTLB
-49.8%
+121.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.6% | -6.4% |
| 7D | +2.8% | -4.1% | +6.9% | +4.3% |
| 30D | +2.1% | +12.3% | -10.3% | -3.8% |
| 3M | -14.3% | +65.9% | -80.2% | -32.6% |
| 6M | +84.2% | +104.0% | -19.7% | +27.2% |
| YTD | +97.2% | +26.0% | +71.2% | +65.4% |
| 1Y | +192.7% | -3.5% | +196.2% | +173.2% |
| 3Y | +712.6% | -9.6% | +722.2% | +635.0% |
| All | +71.6% | -49.8% | +121.4% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling