+957.2%
PANW vs HUT
+450.5%
+506.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.8% | -11.1% | -3.0% |
| 7D | -0.8% | +5.4% | -6.2% | -1.2% |
| 30D | -14.6% | +8.6% | -23.2% | -15.4% |
| 3M | +18.3% | -15.2% | +33.5% | +18.5% |
| 6M | +100.5% | +92.9% | +7.6% | +86.4% |
| YTD | +79.5% | +114.6% | -35.1% | +64.2% |
| 1Y | +66.7% | +208.5% | -141.8% | +46.2% |
| 3Y | +161.2% | +821.5% | -660.3% | +95.9% |
| 5Y | +322.2% | +101.8% | +220.4% | +225.9% |
| All | +957.2% | +450.5% | +506.7% | +528.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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