+276.7%
HUT vs PSKY
-83.8%
+360.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -4.8% | -6.1% | -9.2% |
| 7D | -19.6% | -24.6% | +5.0% | -11.4% |
| 30D | -25.7% | -36.1% | +10.5% | -13.4% |
| 3M | -31.2% | -37.1% | +5.9% | -21.0% |
| 6M | -4.5% | -40.5% | +36.1% | +11.9% |
| YTD | +47.5% | -47.7% | +95.2% | +76.7% |
| 1Y | +38.9% | -58.4% | +97.2% | +79.4% |
| 3Y | +620.7% | -40.7% | +661.4% | +611.7% |
| 5Y | +10.9% | -80.0% | +90.9% | +68.6% |
| All | +276.7% | -83.8% | +360.5% | +252.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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