+433.3%
HUT vs PBF
+189.0%
+244.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.2% | -3.5% |
| 7D | +18.9% | +1.4% | +17.5% | +18.6% |
| 30D | +12.0% | +15.8% | -3.9% | +8.5% |
| 3M | -14.9% | +90.3% | -105.1% | -24.7% |
| 6M | +96.8% | +102.8% | -6.0% | +67.6% |
| YTD | +108.8% | +187.3% | -78.5% | +65.6% |
| 1Y | +227.4% | +161.8% | +65.5% | +162.1% |
| 3Y | +760.3% | +55.5% | +704.8% | +632.8% |
| 5Y | +86.1% | +801.9% | -715.8% | +12.6% |
| All | +433.3% | +189.0% | +244.3% | +267.3% |
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