+215.7%
HUT vs PFGC
+248.0%
-32.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -10.9% | +15.0% | -26.0% | -17.8% |
| 30D | -32.6% | +17.0% | -49.6% | -38.7% |
| 3M | -33.7% | -2.5% | -31.3% | -34.8% |
| 6M | -42.3% | +19.2% | -61.5% | -48.6% |
| YTD | +23.6% | +23.4% | +0.1% | +9.6% |
| 1Y | +20.4% | +13.9% | +6.5% | +10.5% |
| 3Y | +423.2% | +82.0% | +341.2% | +301.9% |
| 5Y | -19.4% | +128.7% | -148.1% | -41.4% |
| All | +215.7% | +248.0% | -32.3% | +78.6% |
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 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