+182.7%
PM vs HUT
+194.0%
-11.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +14.6% | -16.4% | -2.0% |
| 7D | -5.2% | -11.4% | +6.1% | -5.2% |
| 30D | +2.7% | -41.0% | +43.7% | +3.2% |
| 3M | +6.1% | -41.9% | +48.0% | +6.6% |
| 6M | +18.0% | -51.7% | +69.7% | +18.6% |
| YTD | +26.6% | +14.6% | +12.0% | +25.0% |
| 1Y | +36.7% | +21.4% | +15.3% | +34.7% |
| 3Y | +146.0% | +359.8% | -213.8% | +130.2% |
| 5Y | +164.1% | -27.5% | +191.6% | +151.4% |
| All | +182.7% | +194.0% | -11.2% | +137.6% |
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