+22.1%
PFE vs HUT
+422.3%
-400.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.3% |
| 7D | +1.8% | +17.8% | -16.0% | +1.6% |
| 30D | +10.2% | +0.8% | +9.4% | +10.2% |
| 3M | +12.7% | -26.8% | +39.5% | +12.9% |
| 6M | +10.5% | +72.6% | -62.0% | +9.4% |
| YTD | +20.2% | +103.6% | -83.5% | +18.5% |
| 1Y | +24.1% | +265.3% | -241.2% | +21.1% |
| 3Y | -3.6% | +689.4% | -693.0% | -8.2% |
| 5Y | -20.9% | +75.3% | -96.2% | -24.5% |
| All | +22.1% | +422.3% | -400.2% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling