+21.4%
HUT vs PR
+80.1%
-58.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +1.9% | +12.7% | +14.3% |
| 7D | -11.4% | -16.4% | +5.0% | -10.4% |
| 30D | -41.0% | -1.9% | -39.1% | -40.2% |
| 3M | -41.9% | +8.0% | -49.9% | -41.5% |
| 6M | -51.7% | +4.1% | -55.8% | -50.8% |
| YTD | +14.6% | +58.7% | -44.1% | -24.7% |
| 1Y | +21.4% | +75.8% | -54.4% | -38.5% |
| All | +21.4% | +80.1% | -58.7% | -38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling