+220.1%
HUT vs PPL
+89.0%
+131.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.3% | -8.4% | -7.7% |
| 7D | +9.3% | -0.4% | +9.7% | +9.4% |
| 30D | -23.1% | +2.6% | -25.8% | -24.5% |
| 3M | -30.6% | +0.8% | -31.4% | -31.2% |
| 6M | -46.9% | +1.4% | -48.3% | -47.9% |
| YTD | +25.3% | +4.3% | +21.0% | +20.5% |
| 1Y | +59.8% | +0.8% | +59.1% | +56.3% |
| 3Y | +467.2% | +57.9% | +409.3% | +322.4% |
| 5Y | -24.6% | +48.3% | -73.0% | -40.5% |
| All | +220.1% | +89.0% | +131.1% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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