+192.7%
HUT vs PWR
+1,465.8%
-1,273.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +6.3% | +8.3% | +8.9% |
| 7D | -11.4% | -12.9% | +1.5% | +2.5% |
| 30D | -41.0% | -22.8% | -18.2% | -23.6% |
| 3M | -41.9% | -19.0% | -22.9% | -27.4% |
| 6M | -51.7% | -31.1% | -20.6% | -30.0% |
| YTD | +14.6% | +28.2% | -13.6% | -1.5% |
| 1Y | +21.4% | +22.2% | -0.8% | +9.9% |
| 3Y | +359.8% | +222.1% | +137.7% | +107.8% |
| 5Y | -27.5% | +364.1% | -391.6% | -72.9% |
| All | +192.7% | +1,465.8% | -1,273.0% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling