+227.4%
HUT vs PFGC
-8.5%
+235.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.6% |
| 7D | +18.9% | -3.7% | +22.6% | +22.3% |
| 30D | +12.0% | -16.0% | +27.9% | +27.9% |
| 3M | -14.9% | -4.1% | -10.7% | -18.2% |
| 6M | +96.8% | +8.7% | +88.1% | +62.0% |
| YTD | +108.8% | +6.4% | +102.4% | +79.4% |
| 1Y | +227.4% | -8.4% | +235.7% | +217.1% |
| All | +227.4% | -8.5% | +235.9% | +217.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling