+77.2%
HUT vs GTLB
-47.1%
+124.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +5.8% |
| 7D | +17.8% | +11.1% | +6.7% | +12.8% |
| 30D | +0.8% | +37.8% | -37.0% | -12.6% |
| 3M | -26.8% | +61.6% | -88.4% | -41.5% |
| 6M | +72.6% | +98.9% | -26.4% | +20.9% |
| YTD | +103.6% | +32.8% | +70.9% | +67.7% |
| 1Y | +265.3% | +14.7% | +250.6% | +216.1% |
| 3Y | +689.4% | +1.3% | +688.1% | +581.0% |
| All | +77.2% | -47.1% | +124.3% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling