+88.4%
HUT vs GTLB
-50.0%
+138.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -5.4% | +11.7% | +8.5% |
| 7D | +28.3% | +4.6% | +23.7% | +25.6% |
| 30D | +12.3% | +21.0% | -8.7% | +2.7% |
| 3M | -16.8% | +51.7% | -68.5% | -32.0% |
| 6M | +111.4% | +89.3% | +22.1% | +50.7% |
| YTD | +116.6% | +25.6% | +90.9% | +81.9% |
| 1Y | +290.5% | -1.5% | +292.0% | +261.4% |
| 3Y | +792.3% | -9.9% | +802.2% | +708.5% |
| All | +88.4% | -50.0% | +138.4% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling