-36.7%
HUT vs PR
+225.6%
-262.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.9% | -1.2% | -3.8% |
| 7D | -30.8% | -16.5% | -14.3% | -24.3% |
| 30D | -50.2% | -4.5% | -45.7% | -49.1% |
| 3M | -50.5% | +8.5% | -59.0% | -52.7% |
| 6M | -42.9% | -3.3% | -39.6% | -43.3% |
| YTD | 0.0% | +55.7% | -55.7% | -23.4% |
| 1Y | -2.2% | +82.0% | -84.3% | -30.8% |
| 3Y | +289.4% | +62.5% | +227.0% | +188.2% |
| 5Y | -36.7% | +223.9% | -260.6% | -71.6% |
| All | -36.7% | +225.6% | -262.3% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling