+192.7%
HUT vs PFG
+149.2%
+43.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.7% | +16.3% | +15.8% |
| 7D | -11.4% | -0.6% | -10.7% | -12.0% |
| 30D | -41.0% | +2.0% | -43.0% | -42.7% |
| 3M | -41.9% | -3.2% | -38.8% | -41.6% |
| 6M | -51.7% | +10.9% | -62.6% | -56.8% |
| YTD | +14.6% | +28.8% | -14.2% | -8.1% |
| 1Y | +21.4% | +39.2% | -17.8% | -8.1% |
| 3Y | +359.8% | +75.0% | +284.8% | +204.4% |
| 5Y | -27.5% | +91.9% | -119.4% | -52.0% |
| All | +192.7% | +149.2% | +43.6% | +44.0% |
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