+128.3%
PG vs HUT
+455.5%
-327.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -6.9% | -0.6% |
| 7D | -0.4% | +28.3% | -28.7% | -0.5% |
| 30D | -0.1% | +12.3% | -12.4% | -0.2% |
| 3M | +1.1% | -16.8% | +17.9% | +1.1% |
| 6M | -3.8% | +111.4% | -115.2% | -4.3% |
| YTD | +3.8% | +116.6% | -112.7% | +3.3% |
| 1Y | -5.8% | +290.5% | -296.2% | -6.8% |
| 3Y | +3.0% | +792.3% | -789.3% | +0.3% |
| 5Y | +14.5% | +94.1% | -79.6% | +11.3% |
| All | +128.3% | +455.5% | -327.2% | +113.1% |
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