+448.2%
HUT vs PNR
+37.8%
+410.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +9.0% |
| 7D | +5.4% | -6.0% | +11.4% | +10.1% |
| 30D | +8.6% | -14.0% | +22.6% | +20.3% |
| 3M | -15.2% | -21.7% | +6.5% | -3.2% |
| 6M | +92.9% | -37.3% | +130.2% | +164.2% |
| YTD | +114.6% | -45.1% | +159.8% | +221.8% |
| 1Y | +208.5% | -49.1% | +257.6% | +391.2% |
| 3Y | +821.5% | -14.8% | +836.3% | +918.2% |
| 5Y | +101.8% | -21.0% | +122.9% | +122.3% |
| All | +448.2% | +37.8% | +410.4% | +311.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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