+192.7%
HUT vs PBF
+154.1%
+38.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.6% | +16.2% | +14.9% |
| 7D | -11.4% | -13.8% | +2.4% | -8.7% |
| 30D | -41.0% | -19.6% | -21.4% | -38.9% |
| 3M | -41.9% | +10.3% | -52.2% | -43.6% |
| 6M | -51.7% | +63.4% | -115.1% | -56.4% |
| YTD | +14.6% | +152.6% | -138.0% | -7.5% |
| 1Y | +21.4% | +87.4% | -66.0% | +3.7% |
| 3Y | +359.8% | +63.3% | +296.6% | +287.7% |
| 5Y | -27.5% | +412.5% | -440.0% | -51.8% |
| All | +192.7% | +154.1% | +38.6% | +105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling