-13.9%
HUT vs GTLB
-63.6%
+49.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.4% | +6.1% | +7.0% |
| 7D | +24.8% | -9.6% | +34.4% | +29.7% |
| 30D | -28.4% | -15.5% | -12.9% | -23.4% |
| 3M | -31.2% | +12.4% | -43.6% | -35.4% |
| 6M | -40.2% | +84.6% | -124.8% | -55.9% |
| YTD | +32.9% | +26.1% | +6.8% | +11.2% |
| 1Y | +39.1% | +1.7% | +37.4% | +27.1% |
| 3Y | +462.8% | +6.1% | +456.7% | +374.6% |
| 5Y | -13.9% | -61.1% | +47.3% | -14.2% |
| All | -13.9% | -63.6% | +49.7% | -14.2% |
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 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