+217.0%
HUT vs PWR
+1,612.5%
-1,395.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.4% | -1.1% | -0.2% |
| 7D | +3.7% | -4.8% | +8.4% | +10.4% |
| 30D | -32.3% | -16.2% | -16.1% | -19.0% |
| 3M | -35.6% | -11.9% | -23.7% | -25.5% |
| 6M | -42.1% | -20.6% | -21.5% | -26.3% |
| YTD | +24.1% | +40.3% | -16.1% | -1.8% |
| 1Y | +27.9% | +33.0% | -5.1% | +7.0% |
| 3Y | +409.1% | +250.0% | +159.1% | +113.4% |
| 5Y | -25.9% | +404.2% | -430.1% | -74.5% |
| All | +217.0% | +1,612.5% | -1,395.5% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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