+239.5%
HUT vs PWR
+1,660.2%
-1,420.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.3% | +3.3% | +3.7% |
| 7D | +24.8% | +4.7% | +20.0% | +19.3% |
| 30D | -28.4% | -12.5% | -15.9% | -17.4% |
| 3M | -31.2% | -9.3% | -21.9% | -22.5% |
| 6M | -40.2% | -22.2% | -18.1% | -22.6% |
| YTD | +32.9% | +44.2% | -11.2% | +2.7% |
| 1Y | +39.1% | +35.5% | +3.5% | +14.4% |
| 3Y | +462.8% | +250.4% | +212.3% | +135.0% |
| 5Y | -13.9% | +425.6% | -439.5% | -71.2% |
| All | +239.5% | +1,660.2% | -1,420.7% | -37.8% |
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