+290.5%
HUT vs PFG
+48.9%
+241.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.4% | +7.8% | +7.2% |
| 7D | +28.3% | +6.0% | +22.3% | +23.7% |
| 30D | +12.3% | +2.2% | +10.1% | +10.3% |
| 3M | -16.8% | +10.4% | -27.2% | -23.9% |
| 6M | +111.4% | +27.8% | +83.6% | +65.8% |
| YTD | +116.6% | +33.6% | +82.9% | +65.5% |
| 1Y | +290.5% | +49.3% | +241.2% | +180.2% |
| All | +290.5% | +48.9% | +241.5% | +180.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling