+145.5%
GILD vs HUT
+450.5%
-305.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.8% | -9.6% | -0.9% |
| 7D | -4.8% | +5.4% | -10.2% | -4.9% |
| 30D | +5.8% | +8.6% | -2.8% | +5.6% |
| 3M | +14.9% | -15.2% | +30.2% | +15.0% |
| 6M | -0.4% | +92.9% | -93.2% | -1.5% |
| YTD | +18.5% | +114.6% | -96.1% | +16.8% |
| 1Y | +25.1% | +208.5% | -183.4% | +22.5% |
| 3Y | +105.9% | +821.5% | -715.6% | +95.9% |
| 5Y | +143.0% | +101.8% | +41.1% | +130.9% |
| All | +145.5% | +450.5% | -305.1% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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