+562.3%
CEG vs HUT
+81.7%
+480.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | +1.7% | -10.9% | +12.6% | +2.9% |
| 30D | -10.2% | -32.6% | +22.5% | -6.1% |
| 3M | -0.8% | -33.7% | +32.9% | +3.4% |
| 6M | -11.5% | -42.3% | +30.8% | -7.2% |
| YTD | -23.9% | +23.6% | -47.4% | -29.2% |
| 1Y | -25.4% | +20.4% | -45.8% | -31.2% |
| 3Y | +124.2% | +423.2% | -299.1% | +67.4% |
| All | +562.3% | +81.7% | +480.6% | +393.0% |
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