+17.8%
PFE vs HUT
-37.6%
+55.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.6% | -7.3% | +0.7% |
| 7D | -3.0% | +24.8% | -27.7% | -1.7% |
| 30D | +5.2% | -28.4% | +33.6% | +4.1% |
| 3M | +12.2% | -31.2% | +43.5% | +11.1% |
| 6M | +17.8% | -40.2% | +58.0% | +17.2% |
| All | +17.8% | -37.6% | +55.4% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling