+94.1%
HUT vs PEG
+38.2%
+55.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.7% | +5.6% | +5.7% |
| 7D | +28.3% | +1.0% | +27.2% | +27.2% |
| 30D | +12.3% | -1.9% | +14.2% | +14.3% |
| 3M | -16.8% | -3.7% | -13.1% | -14.3% |
| 6M | +111.4% | -9.4% | +120.8% | +128.6% |
| YTD | +116.6% | -6.0% | +122.6% | +126.1% |
| 1Y | +290.5% | -4.4% | +294.8% | +300.4% |
| 3Y | +792.3% | +33.5% | +758.8% | +617.6% |
| 5Y | +94.1% | +35.7% | +58.4% | +59.0% |
| All | +94.1% | +38.2% | +55.9% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling