+12.8%
PG vs HUT
+78.5%
-65.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.8% | +0.2% |
| 7D | -2.7% | +2.8% | -5.5% | -2.7% |
| 30D | -1.5% | +2.1% | -3.6% | -1.5% |
| 3M | -3.4% | -14.3% | +10.9% | -3.4% |
| 6M | -7.0% | +84.2% | -91.2% | -7.3% |
| YTD | +2.0% | +97.2% | -95.2% | +1.6% |
| 1Y | -6.5% | +192.7% | -199.2% | -7.2% |
| 3Y | +1.2% | +712.6% | -711.4% | -2.2% |
| 5Y | +12.8% | +85.5% | -72.7% | +6.5% |
| All | +12.8% | +78.5% | -65.7% | +6.5% |
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