+192.7%
HUT vs PCAR
+204.4%
-11.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.4% | +17.0% | +16.3% |
| 7D | -11.4% | +0.1% | -11.4% | -12.6% |
| 30D | -41.0% | -4.6% | -36.5% | -40.1% |
| 3M | -41.9% | -22.6% | -19.3% | -31.3% |
| 6M | -51.7% | -12.0% | -39.7% | -48.4% |
| YTD | +14.6% | -6.1% | +20.7% | +19.0% |
| 1Y | +21.4% | +6.3% | +15.1% | +15.3% |
| 3Y | +359.8% | +31.8% | +328.0% | +275.5% |
| 5Y | -27.5% | +104.2% | -131.7% | -54.4% |
| All | +192.7% | +204.4% | -11.7% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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