+453.2%
HUT vs PPG
+12.2%
+441.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.5% | +8.9% | +8.3% |
| 7D | +28.3% | 0.0% | +28.2% | +28.1% |
| 30D | +12.3% | -7.8% | +20.1% | +19.1% |
| 3M | -16.8% | -2.2% | -14.6% | -17.3% |
| 6M | +111.4% | +4.1% | +107.2% | +103.0% |
| YTD | +116.6% | +9.1% | +107.5% | +99.9% |
| 1Y | +290.5% | +1.0% | +289.5% | +277.8% |
| 3Y | +792.3% | -13.3% | +805.6% | +860.6% |
| 5Y | +94.1% | -19.2% | +113.3% | +121.3% |
| All | +453.2% | +12.2% | +441.0% | +294.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling