+61.4%
PEP vs HUT
+455.5%
-394.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | +0.6% |
| 7D | +0.1% | +28.3% | -28.2% | 0.0% |
| 30D | +0.7% | +12.3% | -11.6% | +0.6% |
| 3M | -0.5% | -16.8% | +16.3% | -0.5% |
| 6M | -11.3% | +111.4% | -122.7% | -12.0% |
| YTD | -0.6% | +116.6% | -117.2% | -1.5% |
| 1Y | +1.7% | +290.5% | -288.8% | 0.0% |
| 3Y | -12.5% | +792.3% | -804.8% | -15.9% |
| 5Y | +3.9% | +94.1% | -90.2% | +0.1% |
| All | +61.4% | +455.5% | -394.1% | +41.8% |
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