+180.5%
PM vs HUT
+240.9%
-60.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.6% | -6.5% | +1.0% |
| 7D | -7.1% | +24.8% | -31.8% | -7.3% |
| 30D | -2.8% | -28.4% | +25.6% | -2.5% |
| 3M | +6.3% | -31.2% | +37.6% | +6.6% |
| 6M | +9.6% | -40.2% | +49.9% | +9.9% |
| YTD | +25.6% | +32.9% | -7.3% | +23.8% |
| 1Y | +29.7% | +39.1% | -9.4% | +27.6% |
| 3Y | +147.6% | +462.8% | -315.2% | +131.0% |
| 5Y | +160.1% | -13.9% | +174.0% | +147.1% |
| All | +180.5% | +240.9% | -60.4% | +135.4% |
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