+420.1%
HUT vs PFG
+162.1%
+258.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +7.3% |
| 7D | +17.8% | +5.5% | +12.3% | +13.2% |
| 30D | +0.8% | +2.4% | -1.5% | -1.1% |
| 3M | -26.8% | +13.6% | -40.4% | -34.5% |
| 6M | +72.6% | +27.9% | +44.7% | +41.9% |
| YTD | +103.6% | +35.6% | +68.1% | +59.8% |
| 1Y | +265.3% | +48.5% | +216.8% | +167.8% |
| 3Y | +689.4% | +66.9% | +622.5% | +448.1% |
| 5Y | +75.3% | +111.0% | -35.6% | +11.6% |
| All | +420.1% | +162.1% | +258.0% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling