-49.3%
CCL vs HUT
+240.9%
-290.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.6% | -7.8% | -1.3% |
| 7D | -1.5% | +24.8% | -26.3% | -4.7% |
| 30D | +16.5% | -28.4% | +44.8% | +20.2% |
| 3M | +11.2% | -31.2% | +42.4% | +14.3% |
| 6M | +22.6% | -40.2% | +62.8% | +26.3% |
| YTD | +2.6% | +32.9% | -30.3% | -7.9% |
| 1Y | +17.0% | +39.1% | -22.1% | +3.0% |
| 3Y | +145.5% | +462.8% | -317.2% | +56.0% |
| 5Y | +36.1% | -13.9% | +50.0% | -5.2% |
| All | -49.3% | +240.9% | -290.2% | -77.4% |
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