+354.1%
HUT vs PCOR
-30.9%
+385.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.3% | +10.5% | +9.1% |
| 7D | +17.8% | -9.0% | +26.7% | +25.1% |
| 30D | +0.8% | +4.2% | -3.3% | -3.9% |
| 3M | -26.8% | +14.4% | -41.2% | -36.4% |
| 6M | +72.6% | +0.2% | +72.4% | +54.9% |
| YTD | +103.6% | -20.3% | +123.9% | +112.0% |
| 1Y | +265.3% | -16.1% | +281.4% | +264.0% |
| 3Y | +689.4% | -14.7% | +704.1% | +635.5% |
| 5Y | +75.3% | -43.2% | +118.5% | +96.9% |
| All | +354.1% | -30.9% | +385.0% | +396.0% |
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