+639.5%
CEG vs HUT
+199.3%
+440.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.2% | -1.3% | +4.1% |
| 7D | +8.0% | +17.8% | -9.8% | +5.7% |
| 30D | +12.9% | +0.8% | +12.1% | +12.4% |
| 3M | +13.2% | -26.8% | +39.9% | +16.1% |
| 6M | -7.0% | +72.6% | -79.5% | -15.6% |
| YTD | -15.0% | +103.6% | -118.6% | -25.3% |
| 1Y | -2.7% | +265.3% | -268.0% | -21.7% |
| 3Y | +184.1% | +689.4% | -505.3% | +101.2% |
| All | +639.5% | +199.3% | +440.1% | +420.3% |
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