+146.4%
CCL vs HUT
+336.9%
-190.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.6% | -14.1% | -1.5% |
| 7D | +3.1% | -11.4% | +14.5% | +3.6% |
| 30D | +13.7% | -41.0% | +54.7% | +20.6% |
| 3M | +3.8% | -41.9% | +45.7% | +9.4% |
| 6M | +9.3% | -51.7% | +60.9% | +16.0% |
| YTD | -1.1% | +14.6% | -15.7% | -10.1% |
| 1Y | +14.6% | +21.4% | -6.8% | +1.9% |
| 3Y | +146.4% | +359.8% | -213.4% | +68.1% |
| All | +146.4% | +336.9% | -190.5% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling