+220.1%
HUT vs PFGC
+248.5%
-28.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.2% | -7.6% |
| 7D | +9.3% | +3.4% | +5.9% | +7.9% |
| 30D | -23.1% | +16.9% | -40.0% | -30.0% |
| 3M | -30.6% | +6.4% | -37.0% | -34.2% |
| 6M | -46.9% | +16.0% | -62.9% | -52.1% |
| YTD | +25.3% | +23.6% | +1.7% | +11.0% |
| 1Y | +59.8% | +16.6% | +43.2% | +45.0% |
| 3Y | +467.2% | +82.3% | +384.9% | +335.2% |
| 5Y | -24.6% | +138.7% | -163.4% | -45.9% |
| All | +220.1% | +248.5% | -28.4% | +81.0% |
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