+420.1%
HUT vs PBR
+393.0%
+27.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.9% | +8.1% | +6.8% |
| 7D | +17.8% | +8.6% | +9.2% | +14.2% |
| 30D | +0.8% | +12.8% | -12.0% | -3.6% |
| 3M | -26.8% | +14.7% | -41.5% | -30.3% |
| 6M | +72.6% | +25.2% | +47.4% | +56.2% |
| YTD | +103.6% | +77.1% | +26.5% | +62.9% |
| 1Y | +265.3% | +69.6% | +195.7% | +196.0% |
| 3Y | +689.4% | +95.6% | +593.8% | +506.1% |
| 5Y | +75.3% | +501.8% | -426.4% | -9.3% |
| All | +420.1% | +393.0% | +27.1% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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