+26.2%
PFE vs HUT
+194.0%
-167.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +14.6% | -16.2% | -1.8% |
| 7D | -3.7% | -11.4% | +7.7% | -3.7% |
| 30D | +5.0% | -41.0% | +46.0% | +5.4% |
| 3M | +12.2% | -41.9% | +54.1% | +12.6% |
| 6M | +14.6% | -51.7% | +66.2% | +15.1% |
| YTD | +24.1% | +14.6% | +9.5% | +22.9% |
| 1Y | +26.6% | +21.4% | +5.2% | +25.1% |
| 3Y | +14.3% | +359.8% | -345.5% | +9.3% |
| 5Y | -21.9% | -27.5% | +5.6% | -24.8% |
| All | +26.2% | +194.0% | -167.8% | +13.3% |
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 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