+720.6%
HUT vs PWR
+195.8%
+524.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +5.4% |
| 7D | +17.8% | +3.6% | +14.2% | +13.5% |
| 30D | +0.8% | -8.6% | +9.4% | +11.3% |
| 3M | -26.8% | -13.2% | -13.6% | -14.3% |
| 6M | +72.6% | +9.9% | +62.7% | +55.6% |
| YTD | +103.6% | +48.0% | +55.6% | +33.6% |
| 1Y | +265.3% | +66.2% | +199.1% | +120.9% |
| All | +720.6% | +195.8% | +524.8% | +226.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling