+217.0%
HUT vs PCAR
+215.6%
+1.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.7% | +4.6% | +5.7% |
| 7D | +3.7% | +2.9% | +0.8% | +0.5% |
| 30D | -32.3% | -2.1% | -30.2% | -32.1% |
| 3M | -35.6% | -20.4% | -15.3% | -25.3% |
| 6M | -42.1% | -7.0% | -35.1% | -40.6% |
| YTD | +24.1% | -2.6% | +26.8% | +25.8% |
| 1Y | +27.9% | +9.8% | +18.1% | +18.9% |
| 3Y | +409.1% | +37.3% | +371.9% | +304.6% |
| 5Y | -25.9% | +116.4% | -142.4% | -55.0% |
| All | +217.0% | +215.6% | +1.4% | +63.7% |
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