+217.0%
HUT vs PBF
+162.7%
+54.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.4% | +4.9% | +7.7% |
| 7D | +3.7% | -7.4% | +11.0% | +5.5% |
| 30D | -32.3% | -17.5% | -14.9% | -30.0% |
| 3M | -35.6% | +13.1% | -48.8% | -37.7% |
| 6M | -42.1% | +72.6% | -114.7% | -48.2% |
| YTD | +24.1% | +161.2% | -137.1% | -0.4% |
| 1Y | +27.9% | +93.3% | -65.5% | +8.7% |
| 3Y | +409.1% | +80.7% | +328.4% | +322.3% |
| 5Y | -25.9% | +396.1% | -422.0% | -50.6% |
| All | +217.0% | +162.7% | +54.3% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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