+215.7%
HUT vs GSK
+100.2%
+115.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -10.9% | +5.2% | -16.1% | -12.0% |
| 30D | -32.6% | +10.2% | -42.8% | -34.3% |
| 3M | -33.7% | -0.9% | -32.8% | -34.0% |
| 6M | -42.3% | +3.5% | -45.8% | -43.6% |
| YTD | +23.6% | +7.2% | +16.3% | +19.3% |
| 1Y | +20.4% | +12.0% | +8.3% | +14.5% |
| 3Y | +423.2% | +67.3% | +355.9% | +294.0% |
| 5Y | -19.4% | +45.3% | -64.7% | -35.0% |
| All | +215.7% | +100.2% | +115.5% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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