+796.4%
HUT vs GTLB
-12.2%
+808.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.8% | -3.1% |
| 7D | +18.9% | -6.6% | +25.5% | +21.2% |
| 30D | +12.0% | +13.7% | -1.8% | +6.7% |
| 3M | -14.9% | +52.9% | -67.8% | -27.6% |
| 6M | +96.8% | +88.5% | +8.3% | +49.8% |
| YTD | +108.8% | +23.4% | +85.3% | +88.7% |
| 1Y | +227.4% | -3.8% | +231.2% | +229.4% |
| All | +796.4% | -12.2% | +808.6% | +855.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling