+423.2%
HUT vs PEG
+34.2%
+389.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.1% |
| 7D | -10.9% | +2.6% | -13.5% | -12.7% |
| 30D | -32.6% | +3.3% | -36.0% | -34.9% |
| 3M | -33.7% | +1.1% | -34.8% | -34.7% |
| 6M | -42.3% | -1.4% | -40.9% | -42.6% |
| YTD | +23.6% | -4.6% | +28.1% | +26.3% |
| 1Y | +20.4% | -7.2% | +27.6% | +26.6% |
| 3Y | +423.2% | +33.7% | +389.5% | +460.6% |
| All | +423.2% | +34.2% | +389.0% | +460.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling