-23.1%
PFE vs HUT
-17.9%
-5.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.6% | -7.3% | +0.3% |
| 7D | -3.0% | +24.8% | -27.7% | -3.1% |
| 30D | +5.2% | -28.4% | +33.6% | +5.4% |
| 3M | +12.2% | -31.2% | +43.5% | +12.5% |
| 6M | +17.8% | -40.2% | +58.0% | +18.0% |
| YTD | +26.2% | +32.9% | -6.7% | +24.6% |
| 1Y | +23.2% | +39.1% | -15.9% | +21.4% |
| 3Y | +21.3% | +462.8% | -441.5% | +14.7% |
| 5Y | -23.1% | -13.9% | -9.2% | -33.3% |
| All | -23.1% | -17.9% | -5.2% | -33.3% |
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