+244.6%
HUT vs PCAR
+218.5%
+26.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.7% |
| 7D | +34.9% | +2.1% | +32.8% | +32.8% |
| 30D | -25.9% | -1.2% | -24.7% | -26.1% |
| 3M | -31.7% | -18.6% | -13.1% | -21.9% |
| 6M | -42.2% | -5.1% | -37.2% | -41.6% |
| YTD | +34.9% | -1.8% | +36.7% | +35.9% |
| 1Y | +48.5% | +10.6% | +37.9% | +37.4% |
| 3Y | +471.2% | +34.9% | +436.3% | +359.6% |
| 5Y | -18.9% | +114.0% | -132.9% | -50.5% |
| All | +244.6% | +218.5% | +26.1% | +76.9% |
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