+239.5%
HUT vs PEG
+112.4%
+127.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.5% | +8.1% | +7.9% |
| 7D | +24.8% | +1.5% | +23.3% | +23.5% |
| 30D | -28.4% | +5.0% | -33.4% | -31.4% |
| 3M | -31.2% | -0.3% | -30.9% | -31.6% |
| 6M | -40.2% | -2.7% | -37.6% | -40.0% |
| YTD | +32.9% | -5.1% | +38.0% | +36.0% |
| 1Y | +39.1% | -8.3% | +47.3% | +46.1% |
| 3Y | +462.8% | +33.0% | +429.7% | +367.5% |
| 5Y | -13.9% | +41.3% | -55.2% | -30.3% |
| All | +239.5% | +112.4% | +127.1% | +143.6% |
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