+175.6%
HUT vs PCOR
-9.2%
+184.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | -10.9% | +20.7% | -31.7% | -25.1% |
| 30D | -32.6% | +35.7% | -68.3% | -47.7% |
| 3M | -33.7% | +31.1% | -64.8% | -49.0% |
| 6M | -42.3% | +43.1% | -85.5% | -60.0% |
| YTD | +23.6% | +4.8% | +18.7% | +0.6% |
| 1Y | +20.4% | -3.7% | +24.0% | +6.4% |
| 3Y | +423.2% | +46.5% | +376.7% | +214.7% |
| 5Y | -19.4% | -17.3% | -2.1% | -32.8% |
| All | +175.6% | -9.2% | +184.8% | +135.3% |
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