+192.7%
HUT vs PENG
+119.5%
+73.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +12.4% | +2.2% | +9.2% |
| 7D | -11.4% | -19.4% | +8.1% | -2.5% |
| 30D | -41.0% | -42.4% | +1.3% | -25.1% |
| 3M | -41.9% | -25.6% | -16.3% | -34.7% |
| 6M | -51.7% | +7.3% | -59.0% | -55.4% |
| YTD | +14.6% | +113.9% | -99.2% | -20.2% |
| 1Y | +21.4% | +93.6% | -72.2% | -11.5% |
| 3Y | +359.8% | +170.2% | +189.6% | +173.8% |
| 5Y | -27.5% | +44.2% | -71.7% | -48.8% |
| All | +192.7% | +119.5% | +73.3% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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