+25.5%
PFE vs HUT
+218.4%
-192.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.3% | -8.8% | -0.6% |
| 7D | -4.7% | +3.7% | -8.4% | -4.8% |
| 30D | +3.4% | -32.3% | +35.7% | +3.7% |
| 3M | +9.2% | -35.6% | +44.9% | +9.5% |
| 6M | +15.8% | -42.1% | +57.9% | +16.1% |
| YTD | +23.4% | +24.1% | -0.7% | +22.2% |
| 1Y | +25.8% | +27.9% | -2.1% | +24.3% |
| 3Y | +17.8% | +409.1% | -391.3% | +12.6% |
| 5Y | -20.2% | -25.9% | +5.8% | -23.2% |
| All | +25.5% | +218.4% | -192.9% | +12.6% |
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