+4.7%
PEP vs HUT
+71.6%
-66.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.8% | -0.6% |
| 7D | -1.4% | +17.8% | -19.2% | -1.3% |
| 30D | +0.2% | +0.8% | -0.6% | +0.3% |
| 3M | -1.1% | -26.8% | +25.7% | -1.1% |
| 6M | -13.5% | +72.6% | -86.0% | -13.5% |
| YTD | -1.2% | +103.6% | -104.8% | -1.3% |
| 1Y | -1.6% | +265.3% | -266.8% | -2.0% |
| 3Y | -12.5% | +689.4% | -701.9% | -14.7% |
| All | +4.7% | +71.6% | -66.9% | +0.1% |
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