-21.3%
HUT vs PENG
+56.5%
-77.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.5% | -1.6% | -4.0% |
| 7D | +9.3% | +13.2% | -3.9% | +2.1% |
| 30D | -23.1% | -29.9% | +6.8% | -6.4% |
| 3M | -30.6% | -22.2% | -8.4% | -21.7% |
| 6M | -46.9% | -1.9% | -45.0% | -51.1% |
| YTD | +25.3% | +142.1% | -116.8% | -33.0% |
| 1Y | +59.8% | +151.5% | -91.7% | -16.0% |
| 3Y | +467.2% | +206.9% | +260.3% | +120.1% |
| All | -21.3% | +56.5% | -77.8% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling