+420.1%
HUT vs PCAR
+272.3%
+147.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +6.1% |
| 7D | +17.8% | -0.5% | +18.3% | +18.3% |
| 30D | +0.8% | -6.2% | +7.1% | +5.9% |
| 3M | -26.8% | +5.9% | -32.7% | -30.1% |
| 6M | +72.6% | +0.4% | +72.2% | +72.9% |
| YTD | +103.6% | +14.8% | +88.8% | +86.3% |
| 1Y | +265.3% | +30.1% | +235.2% | +203.2% |
| 3Y | +689.4% | +66.7% | +622.8% | +458.3% |
| 5Y | +75.3% | +166.1% | -90.8% | -5.5% |
| All | +420.1% | +272.3% | +147.9% | +142.5% |
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