-67.8%
PCG vs HUT
+218.4%
-286.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.3% | -7.0% | +1.0% |
| 7D | -1.1% | +3.7% | -4.7% | -1.4% |
| 30D | +0.1% | -32.3% | +32.4% | +1.2% |
| 3M | -24.4% | -35.6% | +11.2% | -23.6% |
| 6M | -17.7% | -42.1% | +24.4% | -16.8% |
| YTD | -17.4% | +24.1% | -41.5% | -19.5% |
| 1Y | -19.4% | +27.9% | -47.2% | -21.8% |
| 3Y | -18.6% | +409.1% | -427.7% | -27.4% |
| 5Y | +10.2% | -25.9% | +36.2% | -0.3% |
| All | -67.8% | +218.4% | -286.2% | -74.1% |
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