+717.0%
HUT vs PFGC
+65.1%
+651.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.6% |
| 7D | +17.8% | -2.2% | +20.0% | +20.0% |
| 30D | +0.8% | -11.9% | +12.8% | +12.0% |
| 3M | -26.8% | +5.0% | -31.8% | -33.8% |
| 6M | +72.6% | +8.6% | +64.0% | +52.9% |
| YTD | +103.6% | +9.7% | +93.9% | +78.4% |
| 1Y | +265.3% | -6.3% | +271.6% | +268.4% |
| All | +717.0% | +65.1% | +651.9% | +406.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling