+133.6%
CCL vs HUT
+445.7%
-312.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.1% | +6.7% | +0.6% |
| 7D | -1.2% | +9.3% | -10.5% | -2.5% |
| 30D | +13.1% | -23.1% | +36.2% | +15.7% |
| 3M | +3.4% | -30.6% | +34.0% | +6.2% |
| 6M | +18.7% | -46.9% | +65.6% | +24.5% |
| YTD | -2.3% | +25.3% | -27.6% | -12.4% |
| 1Y | +14.2% | +59.8% | -45.6% | -2.5% |
| 3Y | +133.6% | +467.2% | -333.6% | +57.8% |
| All | +133.6% | +445.7% | -312.1% | +57.8% |
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