+39.1%
HUT vs PENG
+120.3%
-81.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +10.3% | -2.8% | +1.5% |
| 7D | +24.8% | +1.9% | +22.9% | +21.1% |
| 30D | -28.4% | -37.8% | +9.4% | -7.5% |
| 3M | -31.2% | -14.1% | -17.1% | -26.8% |
| 6M | -40.2% | +13.1% | -53.4% | -52.8% |
| YTD | +32.9% | +151.8% | -118.9% | -51.3% |
| 1Y | +39.1% | +136.0% | -96.9% | -44.3% |
| All | +39.1% | +120.3% | -81.2% | -44.3% |
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