+123.1%
HUT vs PCOR
-10.0%
+133.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | -30.8% | +23.7% | -54.5% | -42.9% |
| 30D | -50.2% | +39.0% | -89.2% | -62.0% |
| 3M | -50.5% | +35.8% | -86.2% | -62.9% |
| 6M | -42.9% | +38.2% | -81.2% | -59.8% |
| YTD | 0.0% | +3.9% | -3.9% | -18.2% |
| 1Y | -2.2% | +5.7% | -7.9% | -21.4% |
| 3Y | +289.4% | +44.8% | +244.6% | +134.8% |
| 5Y | -36.7% | -19.8% | -16.9% | -46.4% |
| All | +123.1% | -10.0% | +133.1% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling