-51.5%
CCL vs HUT
+246.0%
-297.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.6% |
| 7D | -0.3% | +34.9% | -35.2% | -4.6% |
| 30D | +10.3% | -25.9% | +36.2% | +13.3% |
| 3M | +6.6% | -31.7% | +38.3% | +9.7% |
| 6M | +20.0% | -42.2% | +62.3% | +24.3% |
| YTD | -1.9% | +34.9% | -36.8% | -12.1% |
| 1Y | +10.4% | +48.5% | -38.1% | -3.7% |
| 3Y | +134.8% | +471.2% | -336.4% | +48.9% |
| 5Y | +34.0% | -18.9% | +52.9% | -6.2% |
| All | -51.5% | +246.0% | -297.6% | -78.4% |
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