-49.1%
CCL vs HUT
+218.4%
-267.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.3% | -4.1% | +3.0% |
| 7D | +3.1% | +3.7% | -0.6% | +1.4% |
| 30D | +17.5% | -32.3% | +49.9% | +22.3% |
| 3M | +6.8% | -35.6% | +42.5% | +10.9% |
| 6M | +18.7% | -42.1% | +60.8% | +22.8% |
| YTD | +3.0% | +24.1% | -21.1% | -6.5% |
| 1Y | +17.7% | +27.9% | -10.2% | +4.8% |
| 3Y | +155.6% | +409.1% | -253.5% | +64.8% |
| 5Y | +30.2% | -25.9% | +56.1% | -7.8% |
| All | -49.1% | +218.4% | -267.5% | -77.1% |
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