+420.1%
HUT vs PFGC
+209.2%
+210.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.4% |
| 7D | +17.8% | -2.2% | +20.0% | +18.9% |
| 30D | +0.8% | -11.9% | +12.8% | +6.3% |
| 3M | -26.8% | +5.0% | -31.8% | -29.4% |
| 6M | +72.6% | +8.6% | +64.0% | +65.8% |
| YTD | +103.6% | +9.7% | +93.9% | +95.0% |
| 1Y | +265.3% | -6.3% | +271.6% | +273.8% |
| 3Y | +689.4% | +58.2% | +631.2% | +560.9% |
| 5Y | +75.3% | +110.4% | -35.1% | +35.6% |
| All | +420.1% | +209.2% | +210.9% | +217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling