+65.4%
PEP vs HUT
+218.4%
-153.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.3% | -7.9% | +0.4% |
| 7D | +1.0% | +3.7% | -2.6% | +1.0% |
| 30D | +12.6% | -32.3% | +45.0% | +12.7% |
| 3M | +3.1% | -35.6% | +38.8% | +3.2% |
| 6M | -6.3% | -42.1% | +35.8% | -6.2% |
| YTD | +1.9% | +24.1% | -22.3% | +1.1% |
| 1Y | +3.3% | +27.9% | -24.6% | +2.4% |
| 3Y | -4.8% | +409.1% | -414.0% | -8.4% |
| 5Y | +2.0% | -25.9% | +28.0% | -0.8% |
| All | +65.4% | +218.4% | -153.0% | +45.5% |
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