+20.9%
PFE vs HUT
+398.0%
-377.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.4% |
| 7D | -0.7% | -10.9% | +10.2% | -0.7% |
| 30D | +5.3% | -32.6% | +38.0% | +5.3% |
| 3M | +10.1% | -33.7% | +43.9% | +10.1% |
| 6M | +18.0% | -42.3% | +60.4% | +17.9% |
| YTD | +25.8% | +23.6% | +2.2% | +25.0% |
| 1Y | +28.4% | +20.4% | +8.1% | +27.5% |
| 3Y | +20.9% | +423.2% | -402.3% | +19.9% |
| All | +20.9% | +398.0% | -377.1% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling