+86.3%
HUT vs PENG
+115.2%
-28.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.4% | -0.2% | +2.7% |
| 7D | +17.8% | +4.5% | +13.2% | +15.1% |
| 30D | +0.8% | -7.1% | +8.0% | +3.9% |
| 3M | -26.8% | -27.3% | +0.5% | -17.9% |
| 6M | +72.6% | +169.6% | -97.0% | -10.8% |
| YTD | +103.6% | +164.6% | -61.0% | +5.8% |
| 1Y | +265.3% | +109.5% | +155.8% | +114.5% |
| 3Y | +689.4% | +98.9% | +590.5% | +284.3% |
| All | +86.3% | +115.2% | -28.9% | -7.6% |
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