+153.6%
CDE vs HUT
+405.9%
-252.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | -2.4% |
| 7D | -6.1% | +2.8% | -8.9% | -6.5% |
| 30D | +9.5% | +2.1% | +7.4% | +8.9% |
| 3M | +32.0% | -14.3% | +46.3% | +32.9% |
| 6M | -12.8% | +84.2% | -97.0% | -21.1% |
| YTD | +14.2% | +97.2% | -83.0% | +2.1% |
| 1Y | +36.3% | +192.7% | -156.4% | +14.0% |
| 3Y | +821.4% | +712.6% | +108.8% | +510.2% |
| 5Y | +194.3% | +85.5% | +108.8% | +105.9% |
| All | +153.6% | +405.9% | -252.3% | +8.7% |
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 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