+403.8%
HUT vs GSK
+88.0%
+315.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.3% |
| 7D | +2.8% | -5.4% | +8.3% | +4.1% |
| 30D | +2.1% | -4.6% | +6.7% | +2.9% |
| 3M | -14.3% | -5.1% | -9.2% | -14.0% |
| 6M | +84.2% | -11.4% | +95.6% | +88.6% |
| YTD | +97.2% | +0.7% | +96.5% | +93.8% |
| 1Y | +192.7% | +23.0% | +169.7% | +167.4% |
| 3Y | +712.6% | +48.0% | +664.6% | +544.7% |
| 5Y | +85.5% | +48.2% | +37.3% | +45.8% |
| All | +403.8% | +88.0% | +315.8% | +246.4% |
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