+217.0%
HUT vs PTC
+145.6%
+71.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +8.0% |
| 7D | +3.7% | +0.8% | +2.9% | +3.1% |
| 30D | -32.3% | +0.7% | -33.1% | -32.7% |
| 3M | -35.6% | +32.6% | -68.2% | -50.4% |
| 6M | -42.1% | +33.6% | -75.7% | -57.9% |
| YTD | +24.1% | +12.4% | +11.7% | +0.8% |
| 1Y | +27.9% | +11.2% | +16.7% | +5.1% |
| 3Y | +409.1% | +31.7% | +377.4% | +270.4% |
| 5Y | -25.9% | +60.1% | -86.0% | -50.4% |
| All | +217.0% | +145.6% | +71.4% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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