+104.6%
HUT vs PSLV
+154.2%
-49.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.6% |
| 7D | +5.4% | -3.5% | +8.9% | +7.8% |
| 30D | +8.6% | -2.1% | +10.8% | +10.5% |
| 3M | -15.2% | -1.6% | -13.6% | -15.1% |
| 6M | +92.9% | -25.5% | +118.4% | +130.7% |
| YTD | +114.6% | -11.4% | +126.0% | +111.2% |
| 1Y | +208.5% | +48.6% | +159.9% | +100.1% |
| 3Y | +821.5% | +166.9% | +654.6% | +257.9% |
| All | +104.6% | +154.2% | -49.7% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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