+155.5%
HUT vs PCAR
+212.0%
-56.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.6% | -4.5% | -5.0% |
| 7D | -30.8% | +2.2% | -33.0% | -32.6% |
| 30D | -50.2% | -4.4% | -45.8% | -49.3% |
| 3M | -50.5% | -21.4% | -29.0% | -41.9% |
| 6M | -42.9% | -7.3% | -35.6% | -40.9% |
| YTD | 0.0% | -3.8% | +3.8% | +2.3% |
| 1Y | -2.2% | +6.3% | -8.5% | -6.8% |
| 3Y | +289.4% | +34.4% | +255.0% | +214.4% |
| 5Y | -36.7% | +109.2% | -145.9% | -60.8% |
| All | +155.5% | +212.0% | -56.5% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling