+433.3%
HUT vs PSX
+283.3%
+150.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.9% |
| 7D | +18.9% | +1.8% | +17.1% | +17.8% |
| 30D | +12.0% | +21.6% | -9.7% | +0.9% |
| 3M | -14.9% | +46.5% | -61.3% | -30.9% |
| 6M | +96.8% | +62.0% | +34.8% | +47.5% |
| YTD | +108.8% | +106.3% | +2.5% | +36.7% |
| 1Y | +227.4% | +103.0% | +124.4% | +115.3% |
| 3Y | +760.3% | +135.5% | +624.7% | +415.0% |
| 5Y | +86.1% | +368.5% | -282.4% | -27.0% |
| All | +433.3% | +283.3% | +150.1% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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