-36.7%
HUT vs PPL
+47.7%
-84.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.8% | -6.9% | -6.5% |
| 7D | -30.8% | +1.0% | -31.9% | -31.3% |
| 30D | -50.2% | +6.8% | -57.0% | -52.2% |
| 3M | -50.5% | +3.9% | -54.3% | -51.7% |
| 6M | -42.9% | -2.0% | -40.9% | -42.9% |
| YTD | 0.0% | +5.3% | -5.2% | -5.2% |
| 1Y | -2.2% | +2.2% | -4.4% | -5.4% |
| 3Y | +289.4% | +56.7% | +232.7% | +140.1% |
| 5Y | -36.7% | +49.1% | -85.8% | -58.1% |
| All | -36.7% | +47.7% | -84.4% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling