+192.7%
HUT vs PR
+37.6%
+155.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +1.9% | +12.7% | +14.2% |
| 7D | -11.4% | -16.4% | +5.0% | -8.2% |
| 30D | -41.0% | -1.9% | -39.1% | -40.8% |
| 3M | -41.9% | +8.0% | -49.9% | -42.8% |
| 6M | -51.7% | +4.1% | -55.8% | -52.2% |
| YTD | +14.6% | +58.7% | -44.1% | +4.2% |
| 1Y | +21.4% | +75.8% | -54.4% | +8.6% |
| 3Y | +359.8% | +73.2% | +286.7% | +314.0% |
| 5Y | -27.5% | +230.1% | -257.6% | -41.5% |
| All | +192.7% | +37.6% | +155.1% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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