+179.5%
HUT vs PCOR
-7.6%
+187.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.5% | -7.6% | -7.4% |
| 7D | +9.3% | +3.0% | +6.3% | +7.5% |
| 30D | -23.1% | +38.7% | -61.8% | -41.1% |
| 3M | -30.6% | +24.9% | -55.4% | -44.3% |
| 6M | -46.9% | +68.8% | -115.6% | -67.0% |
| YTD | +25.3% | +6.7% | +18.6% | +0.9% |
| 1Y | +59.8% | +3.0% | +56.8% | +33.7% |
| 3Y | +467.2% | +48.6% | +418.6% | +238.7% |
| 5Y | -24.6% | -12.7% | -12.0% | -38.8% |
| All | +179.5% | -7.6% | +187.1% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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