+420.1%
HUT vs PBF
+180.8%
+239.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.4% |
| 7D | +17.8% | +4.3% | +13.5% | +16.9% |
| 30D | +0.8% | +22.0% | -21.1% | -3.3% |
| 3M | -26.8% | +74.5% | -101.3% | -34.2% |
| 6M | +72.6% | +67.7% | +4.9% | +52.1% |
| YTD | +103.6% | +179.2% | -75.6% | +62.2% |
| 1Y | +265.3% | +170.0% | +95.3% | +190.8% |
| 3Y | +689.4% | +66.4% | +623.0% | +564.5% |
| 5Y | +75.3% | +764.5% | -689.2% | +6.6% |
| All | +420.1% | +180.8% | +239.3% | +259.8% |
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