-21.5%
PFE vs HUT
-31.8%
+10.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +14.6% | -16.2% | -1.7% |
| 7D | -3.7% | -11.4% | +7.7% | -3.7% |
| 30D | +5.0% | -41.0% | +46.0% | +5.3% |
| 3M | +12.2% | -41.9% | +54.1% | +12.5% |
| 6M | +14.6% | -51.7% | +66.2% | +15.0% |
| YTD | +24.1% | +14.6% | +9.5% | +22.7% |
| 1Y | +26.6% | +21.4% | +5.2% | +24.9% |
| 3Y | +14.3% | +359.8% | -345.5% | +8.6% |
| All | -21.5% | -31.8% | +10.3% | -33.0% |
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