+180.3%
PM vs HUT
+194.0%
-13.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +5.2% | -41.9% | +47.1% | +5.7% |
| 6M | +17.0% | -51.7% | +68.7% | +17.5% |
| YTD | +25.5% | +14.6% | +10.9% | +24.0% |
| 1Y | +35.5% | +21.4% | +14.1% | +33.5% |
| 3Y | +143.9% | +359.8% | -215.9% | +128.3% |
| 5Y | +161.8% | -27.5% | +189.3% | +149.2% |
| All | +180.3% | +194.0% | -13.6% | +135.6% |
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 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