+239.5%
HUT vs PPL
+87.5%
+152.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.0% | +8.5% | +8.0% |
| 7D | +24.8% | -1.0% | +25.7% | +25.2% |
| 30D | -28.4% | +3.0% | -31.4% | -29.8% |
| 3M | -31.2% | +1.1% | -32.3% | -31.9% |
| 6M | -40.2% | -0.8% | -39.5% | -40.8% |
| YTD | +32.9% | +3.5% | +29.5% | +28.4% |
| 1Y | +39.1% | -0.9% | +40.0% | +37.3% |
| 3Y | +462.8% | +54.2% | +408.6% | +324.8% |
| 5Y | -13.9% | +46.3% | -60.2% | -31.5% |
| All | +239.5% | +87.5% | +152.0% | +174.1% |
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