+420.1%
HUT vs PEG
+108.8%
+311.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.3% |
| 7D | +17.8% | +0.7% | +17.1% | +17.2% |
| 30D | +0.8% | -2.4% | +3.3% | +2.7% |
| 3M | -26.8% | -4.8% | -22.0% | -24.5% |
| 6M | +72.6% | -10.7% | +83.3% | +86.1% |
| YTD | +103.6% | -6.7% | +110.3% | +112.6% |
| 1Y | +265.3% | -6.8% | +272.1% | +281.4% |
| 3Y | +689.4% | +34.5% | +654.9% | +554.6% |
| 5Y | +75.3% | +35.8% | +39.6% | +46.1% |
| All | +420.1% | +108.8% | +311.4% | +280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling