+86.3%
HUT vs PFG
+110.8%
-24.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +8.0% |
| 7D | +17.8% | +5.5% | +12.3% | +10.6% |
| 30D | +0.8% | +2.4% | -1.5% | -2.3% |
| 3M | -26.8% | +13.6% | -40.4% | -38.9% |
| 6M | +72.6% | +27.9% | +44.7% | +25.5% |
| YTD | +103.6% | +35.6% | +68.1% | +36.7% |
| 1Y | +265.3% | +48.5% | +216.8% | +118.4% |
| 3Y | +689.4% | +66.9% | +622.5% | +314.0% |
| All | +86.3% | +110.8% | -24.5% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling