+4.4%
PEP vs HUT
-25.2%
+29.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.1% | +9.3% | +2.2% |
| 7D | +2.9% | +9.3% | -6.4% | +3.0% |
| 30D | +12.5% | -23.1% | +35.6% | +12.4% |
| 3M | +4.5% | -30.6% | +35.1% | +4.4% |
| 6M | -0.5% | -46.9% | +46.4% | -0.6% |
| YTD | +4.4% | +25.3% | -20.9% | +4.0% |
| 1Y | +4.4% | +59.8% | -55.5% | +3.8% |
| 3Y | -3.4% | +467.2% | -470.6% | -6.7% |
| All | +4.4% | -25.2% | +29.6% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling