+579.5%
CEG vs HUT
+95.4%
+484.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.6% | -5.0% | +1.6% |
| 7D | +11.8% | +24.8% | -13.0% | +8.5% |
| 30D | -6.5% | -28.4% | +21.8% | -3.1% |
| 3M | -1.2% | -31.2% | +30.1% | +2.5% |
| 6M | -8.0% | -40.2% | +32.2% | -4.1% |
| YTD | -21.9% | +32.9% | -54.8% | -28.1% |
| 1Y | -21.4% | +39.1% | -60.5% | -28.9% |
| 3Y | +130.0% | +462.8% | -332.8% | +70.1% |
| All | +579.5% | +95.4% | +484.1% | +400.8% |
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 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