+119.6%
PM vs HUT
+699.5%
-579.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.1% | -1.9% |
| 7D | -4.9% | +17.8% | -22.7% | -4.7% |
| 30D | -3.4% | +0.8% | -4.2% | -3.3% |
| 3M | +5.2% | -26.8% | +32.0% | +5.1% |
| 6M | +3.7% | +72.6% | -68.8% | +4.4% |
| YTD | +15.8% | +103.6% | -87.9% | +16.9% |
| 1Y | +17.4% | +265.3% | -247.9% | +19.3% |
| All | +119.6% | +699.5% | -579.9% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling