-51.1%
CCL vs HUT
+194.0%
-245.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.6% | -14.1% | -1.6% |
| 7D | +3.1% | -11.4% | +14.5% | +3.6% |
| 30D | +13.7% | -41.0% | +54.7% | +20.5% |
| 3M | +3.8% | -41.9% | +45.7% | +9.3% |
| 6M | +9.3% | -51.7% | +60.9% | +16.0% |
| YTD | -1.1% | +14.6% | -15.7% | -9.3% |
| 1Y | +14.6% | +21.4% | -6.8% | +2.8% |
| 3Y | +146.4% | +359.8% | -213.4% | +61.1% |
| 5Y | +21.9% | -27.5% | +49.3% | -13.1% |
| All | -51.1% | +194.0% | -245.1% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling