-19.4%
PCG vs HUT
-48.2%
+28.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +14.6% | -16.5% | -2.5% |
| 7D | -1.6% | -11.4% | +9.8% | -1.3% |
| 30D | +1.4% | -41.0% | +42.4% | +3.6% |
| 3M | -23.4% | -41.9% | +18.5% | -21.9% |
| 6M | -19.4% | -51.7% | +32.3% | -18.9% |
| All | -19.4% | -48.2% | +28.8% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling