-67.6%
PCG vs HUT
+156.6%
-224.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.1% | +4.8% | -1.1% |
| 7D | 0.0% | -30.8% | +30.8% | +1.1% |
| 30D | +5.8% | -50.2% | +56.0% | +8.2% |
| 3M | -22.8% | -50.5% | +27.7% | -21.1% |
| 6M | -18.4% | -42.9% | +24.5% | -17.7% |
| YTD | -16.9% | 0.0% | -16.9% | -18.3% |
| 1Y | -17.6% | -2.2% | -15.4% | -19.3% |
| 3Y | -20.0% | +289.4% | -309.4% | -27.9% |
| 5Y | +16.0% | -36.7% | +52.7% | +5.7% |
| All | -67.6% | +156.6% | -224.2% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling