+215.7%
HUT vs PH
+511.0%
-295.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.2% |
| 7D | -10.9% | +2.1% | -13.1% | -11.5% |
| 30D | -32.6% | +0.3% | -32.9% | -31.8% |
| 3M | -33.7% | -8.8% | -24.9% | -26.7% |
| 6M | -42.3% | +10.0% | -52.4% | -46.3% |
| YTD | +23.6% | +10.5% | +13.1% | +16.9% |
| 1Y | +20.4% | +15.5% | +4.8% | +9.8% |
| 3Y | +423.2% | +136.4% | +286.9% | +180.1% |
| 5Y | -19.4% | +213.6% | -233.0% | -64.1% |
| All | +215.7% | +511.0% | -295.3% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling