+127.8%
PG vs HUT
+450.5%
-322.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.8% | -7.2% | +1.6% |
| 7D | -0.8% | +5.4% | -6.2% | -0.8% |
| 30D | +0.8% | +8.6% | -7.8% | +0.8% |
| 3M | -1.3% | -15.2% | +13.9% | -1.3% |
| 6M | -3.8% | +92.9% | -96.7% | -4.3% |
| YTD | +3.6% | +114.6% | -111.0% | +3.0% |
| 1Y | -5.7% | +208.5% | -214.2% | -6.6% |
| 3Y | +1.6% | +821.5% | -819.9% | -1.2% |
| 5Y | +14.6% | +101.8% | -87.2% | +11.4% |
| All | +127.8% | +450.5% | -322.7% | +112.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling