+433.3%
HUT vs PEG
+107.5%
+325.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -2.6% |
| 7D | +18.9% | -0.1% | +19.0% | +19.1% |
| 30D | +12.0% | -1.7% | +13.7% | +13.5% |
| 3M | -14.9% | -6.8% | -8.1% | -10.4% |
| 6M | +96.8% | -11.4% | +108.2% | +113.4% |
| YTD | +108.8% | -7.2% | +116.0% | +119.0% |
| 1Y | +227.4% | -6.1% | +233.5% | +239.9% |
| 3Y | +760.3% | +31.8% | +728.5% | +624.3% |
| 5Y | +86.1% | +35.6% | +50.5% | +55.4% |
| All | +433.3% | +107.5% | +325.8% | +292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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