+220.1%
HUT vs PSA
+139.6%
+80.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -7.0% |
| 7D | +9.3% | -1.4% | +10.8% | +10.3% |
| 30D | -23.1% | +15.2% | -38.3% | -30.7% |
| 3M | -30.6% | +2.2% | -32.8% | -32.7% |
| 6M | -46.9% | +11.7% | -58.5% | -52.7% |
| YTD | +25.3% | +32.0% | -6.7% | +0.6% |
| 1Y | +59.8% | +26.3% | +33.6% | +31.9% |
| 3Y | +467.2% | +52.4% | +414.8% | +286.4% |
| 5Y | -24.6% | +26.3% | -50.9% | -40.2% |
| All | +220.1% | +139.6% | +80.5% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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