+1,777.7%
HUT vs GEHC
+2.6%
+1,775.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -4.8% |
| 7D | +2.8% | -7.9% | +10.7% | +7.2% |
| 30D | +2.1% | -11.7% | +13.7% | +8.4% |
| 3M | -14.3% | +0.8% | -15.1% | -18.1% |
| 6M | +84.2% | -11.6% | +95.8% | +91.5% |
| YTD | +97.2% | -21.6% | +118.8% | +119.5% |
| 1Y | +192.7% | -15.3% | +208.0% | +209.1% |
| 3Y | +712.6% | -0.5% | +713.1% | +604.9% |
| All | +1,777.7% | +2.6% | +1,775.1% | +1,337.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling