+239.5%
HUT vs PTC
+145.9%
+93.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.2% | +7.8% | +7.7% |
| 7D | +24.8% | +0.5% | +24.3% | +24.4% |
| 30D | -28.4% | +0.9% | -29.3% | -28.8% |
| 3M | -31.2% | +30.4% | -61.6% | -46.3% |
| 6M | -40.2% | +34.4% | -74.7% | -56.8% |
| YTD | +32.9% | +12.6% | +20.3% | +7.8% |
| 1Y | +39.1% | +10.2% | +28.9% | +15.2% |
| 3Y | +462.8% | +29.4% | +433.4% | +315.7% |
| 5Y | -13.9% | +63.7% | -77.6% | -43.1% |
| All | +239.5% | +145.9% | +93.6% | +95.7% |
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