+244.6%
HUT vs PBF
+169.3%
+75.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.1% |
| 7D | +34.9% | +4.3% | +30.6% | +33.9% |
| 30D | -25.9% | -21.8% | -4.1% | -22.6% |
| 3M | -31.7% | +1.7% | -33.5% | -32.6% |
| 6M | -42.2% | +69.8% | -112.0% | -48.2% |
| YTD | +34.9% | +167.7% | -132.8% | +7.9% |
| 1Y | +48.5% | +89.0% | -40.4% | +26.8% |
| 3Y | +471.2% | +78.8% | +392.4% | +374.7% |
| 5Y | -18.9% | +415.4% | -434.3% | -46.2% |
| All | +244.6% | +169.3% | +75.3% | +139.2% |
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