+420.1%
HUT vs PPL
+84.5%
+335.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | +17.8% | +2.7% | +15.1% | +16.4% |
| 30D | +0.8% | +0.5% | +0.4% | +0.7% |
| 3M | -26.8% | +0.7% | -27.4% | -27.5% |
| 6M | +72.6% | -7.6% | +80.2% | +77.4% |
| YTD | +103.6% | +1.8% | +101.8% | +99.3% |
| 1Y | +265.3% | -0.8% | +266.0% | +261.5% |
| 3Y | +689.4% | +56.9% | +632.5% | +491.5% |
| 5Y | +75.3% | +39.5% | +35.8% | +43.0% |
| All | +420.1% | +84.5% | +335.6% | +325.6% |
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