+66.4%
PEP vs HUT
+156.6%
-90.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.1% | +6.3% | +0.2% |
| 7D | +6.7% | -30.8% | +37.5% | +6.7% |
| 30D | +13.5% | -50.2% | +63.7% | +13.7% |
| 3M | +3.9% | -50.5% | +54.4% | +4.1% |
| 6M | -6.0% | -42.9% | +36.9% | -6.1% |
| YTD | +2.5% | 0.0% | +2.4% | +1.8% |
| 1Y | +3.9% | -2.2% | +6.2% | +3.2% |
| 3Y | -4.7% | +289.4% | -294.1% | -8.1% |
| 5Y | +1.1% | -36.7% | +37.8% | -1.8% |
| All | +66.4% | +156.6% | -90.2% | +46.4% |
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