+448.2%
HUT vs PPG
+7.9%
+440.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +8.5% |
| 7D | +5.4% | -6.2% | +11.7% | +10.7% |
| 30D | +8.6% | -7.9% | +16.6% | +15.5% |
| 3M | -15.2% | -10.2% | -5.0% | -9.8% |
| 6M | +92.9% | +2.7% | +90.2% | +87.7% |
| YTD | +114.6% | +4.9% | +109.7% | +104.4% |
| 1Y | +208.5% | -3.2% | +211.7% | +209.3% |
| 3Y | +821.5% | -17.0% | +838.5% | +927.4% |
| 5Y | +101.8% | -23.3% | +125.2% | +139.1% |
| All | +448.2% | +7.9% | +440.4% | +303.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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