+117.4%
PM vs HUT
+71.6%
+45.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.1% | -2.0% |
| 7D | -4.9% | +17.8% | -22.7% | -4.9% |
| 30D | -3.4% | +0.8% | -4.2% | -3.4% |
| 3M | +5.2% | -26.8% | +32.0% | +5.3% |
| 6M | +3.7% | +72.6% | -68.8% | +3.2% |
| YTD | +15.8% | +103.6% | -87.9% | +15.0% |
| 1Y | +17.4% | +265.3% | -247.9% | +15.9% |
| 3Y | +116.9% | +689.4% | -572.5% | +107.5% |
| All | +117.4% | +71.6% | +45.8% | +100.8% |
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 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