+104.6%
HUT vs PGR
+159.7%
-55.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.2% | +9.0% |
| 7D | +5.4% | -0.6% | +6.0% | +5.3% |
| 30D | +8.6% | +4.9% | +3.7% | +9.8% |
| 3M | -15.2% | +7.6% | -22.9% | -13.8% |
| 6M | +92.9% | +8.3% | +84.6% | +96.8% |
| YTD | +114.6% | +1.7% | +112.9% | +118.5% |
| 1Y | +208.5% | -6.8% | +215.4% | +215.4% |
| 3Y | +821.5% | +73.4% | +748.0% | +806.5% |
| All | +104.6% | +159.7% | -55.2% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 5y: compounded portfolio wealth divided by compounded PGR 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…
5y analysis · Full analysis span regression · 6 months rolling