+433.3%
HUT vs PFG
+156.2%
+277.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -2.9% |
| 7D | +18.9% | +3.2% | +15.7% | +16.1% |
| 30D | +12.0% | +0.9% | +11.0% | +10.9% |
| 3M | -14.9% | +7.7% | -22.6% | -20.5% |
| 6M | +96.8% | +29.0% | +67.8% | +60.7% |
| YTD | +108.8% | +32.5% | +76.3% | +66.6% |
| 1Y | +227.4% | +47.3% | +180.1% | +141.2% |
| 3Y | +760.3% | +68.2% | +692.0% | +494.7% |
| 5Y | +86.1% | +108.5% | -22.4% | +19.7% |
| All | +433.3% | +156.2% | +277.2% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling