+192.7%
HUT vs PPL
+89.7%
+103.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.6% | +15.1% | +14.8% |
| 7D | -11.4% | +0.4% | -11.8% | -11.7% |
| 30D | -41.0% | +5.4% | -46.5% | -42.8% |
| 3M | -41.9% | +4.3% | -46.2% | -43.3% |
| 6M | -51.7% | -1.3% | -50.3% | -51.9% |
| YTD | +14.6% | +4.7% | +9.9% | +10.1% |
| 1Y | +21.4% | +1.3% | +20.1% | +18.7% |
| 3Y | +359.8% | +57.2% | +302.6% | +244.0% |
| 5Y | -27.5% | +48.2% | -75.7% | -42.7% |
| All | +192.7% | +89.7% | +103.1% | +135.2% |
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