+220.1%
HUT vs GSK
+98.9%
+121.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.5% | -7.6% | -7.2% |
| 7D | +9.3% | +1.1% | +8.2% | +9.1% |
| 30D | -23.1% | +6.3% | -29.4% | -24.4% |
| 3M | -30.6% | +1.8% | -32.4% | -31.3% |
| 6M | -46.9% | +1.7% | -48.5% | -47.8% |
| YTD | +25.3% | +6.5% | +18.8% | +21.1% |
| 1Y | +59.8% | +9.5% | +50.3% | +53.0% |
| 3Y | +467.2% | +65.3% | +401.9% | +329.0% |
| 5Y | -24.6% | +43.7% | -68.4% | -39.1% |
| All | +220.1% | +98.9% | +121.2% | +116.4% |
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