-36.7%
HUT vs PENG
+31.0%
-67.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -23.0% | +16.9% | +6.7% |
| 7D | -30.8% | -36.7% | +5.9% | -10.9% |
| 30D | -50.2% | -42.0% | -8.1% | -33.2% |
| 3M | -50.5% | -33.2% | -17.3% | -39.6% |
| 6M | -42.9% | +2.1% | -45.0% | -49.4% |
| YTD | 0.0% | +90.3% | -90.3% | -39.1% |
| 1Y | -2.2% | +67.7% | -69.9% | -35.5% |
| 3Y | +289.4% | +154.2% | +135.2% | +65.1% |
| 5Y | -36.7% | +28.3% | -65.0% | -63.6% |
| All | -36.7% | +31.0% | -67.7% | -63.6% |
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