+20.4%
HUT vs PENG
+103.2%
-82.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.9% |
| 7D | -10.9% | -16.1% | +5.1% | -1.9% |
| 30D | -32.6% | -41.5% | +8.8% | -9.5% |
| 3M | -33.7% | -19.1% | -14.6% | -26.8% |
| 6M | -42.3% | +0.9% | -43.3% | -51.4% |
| YTD | +23.6% | +128.2% | -104.6% | -52.1% |
| 1Y | +20.4% | +98.6% | -78.2% | -45.3% |
| All | +20.4% | +103.2% | -82.8% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling