+720.6%
HUT vs PENG
+101.4%
+619.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.4% | -0.2% | +3.5% |
| 7D | +17.8% | +4.5% | +13.2% | +15.7% |
| 30D | +0.8% | -7.1% | +8.0% | +3.3% |
| 3M | -26.8% | -27.3% | +0.5% | -19.7% |
| 6M | +72.6% | +169.6% | -97.0% | +9.8% |
| YTD | +103.6% | +164.6% | -61.0% | +30.1% |
| 1Y | +265.3% | +109.5% | +155.8% | +151.7% |
| All | +720.6% | +101.4% | +619.2% | +436.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling