+155.6%
HUT vs PCOR
-10.3%
+165.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.4% | +14.9% | +14.8% |
| 7D | -11.4% | +22.7% | -34.1% | -26.4% |
| 30D | -41.0% | +37.5% | -78.5% | -54.7% |
| 3M | -41.9% | +35.2% | -77.1% | -56.4% |
| 6M | -51.7% | +42.2% | -93.9% | -66.5% |
| YTD | +14.6% | +3.6% | +11.0% | -6.1% |
| 1Y | +21.4% | -4.8% | +26.2% | +7.9% |
| 3Y | +359.8% | +48.3% | +311.5% | +171.3% |
| 5Y | -27.5% | -20.1% | -7.4% | -38.4% |
| All | +155.6% | -10.3% | +165.9% | +119.7% |
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