-25.9%
HUT vs GSK
+47.2%
-73.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +8.3% |
| 7D | +3.7% | +4.9% | -1.2% | +3.8% |
| 30D | -32.3% | +10.8% | -43.2% | -32.5% |
| 3M | -35.6% | -1.8% | -33.8% | -35.3% |
| 6M | -42.1% | +4.1% | -46.2% | -42.4% |
| YTD | +24.1% | +7.9% | +16.2% | +23.2% |
| 1Y | +27.9% | +14.4% | +13.4% | +25.7% |
| 3Y | +409.1% | +68.1% | +341.0% | +303.4% |
| 5Y | -25.9% | +47.7% | -73.6% | -48.9% |
| All | -25.9% | +47.2% | -73.1% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling