+420.1%
HUT vs PENG
+171.6%
+248.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.4% |
| 6M | +72.6% | +169.6% | -97.0% | +9.3% |
| YTD | +103.6% | +164.6% | -61.0% | +29.7% |
| 1Y | +265.3% | +109.5% | +155.8% | +154.9% |
| 3Y | +689.4% | +98.9% | +590.5% | +394.2% |
| 5Y | +75.3% | +116.3% | -40.9% | +7.7% |
| All | +420.1% | +171.6% | +248.6% | +167.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling