+403.8%
HUT vs PSKY
-75.7%
+479.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -6.1% |
| 7D | +2.8% | -6.0% | +8.8% | +5.1% |
| 30D | +2.1% | +10.7% | -8.6% | -2.0% |
| 3M | -14.3% | +1.2% | -15.4% | -15.7% |
| 6M | +84.2% | +1.5% | +82.7% | +80.7% |
| YTD | +97.2% | -21.8% | +119.0% | +108.3% |
| 1Y | +192.7% | -30.2% | +222.9% | +214.8% |
| 3Y | +712.6% | -20.1% | +732.6% | +642.5% |
| 5Y | +85.5% | -70.5% | +156.0% | +149.0% |
| All | +403.8% | -75.7% | +479.5% | +315.3% |
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