+433.3%
HUT vs PFGC
+199.8%
+233.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.1% |
| 7D | +18.9% | -3.7% | +22.6% | +20.8% |
| 30D | +12.0% | -16.0% | +27.9% | +20.5% |
| 3M | -14.9% | -4.1% | -10.7% | -14.3% |
| 6M | +96.8% | +8.7% | +88.1% | +88.8% |
| YTD | +108.8% | +6.4% | +102.4% | +102.5% |
| 1Y | +227.4% | -8.4% | +235.7% | +238.3% |
| 3Y | +760.3% | +61.8% | +698.5% | +614.9% |
| 5Y | +86.1% | +108.7% | -22.6% | +44.8% |
| All | +433.3% | +199.8% | +233.6% | +230.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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