-29.6%
CLS vs HUT
-2.9%
-26.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -23.2% | +14.2% | +0.3% |
| 7D | -21.1% | -29.5% | +8.4% | -10.3% |
| 30D | -38.2% | -45.2% | +7.0% | -22.6% |
| 3M | -36.3% | -51.6% | +15.3% | -17.2% |
| 6M | -43.8% | -37.3% | -6.5% | -37.1% |
| YTD | -20.0% | +6.5% | -26.6% | -31.6% |
| 1Y | -29.6% | +1.7% | -31.3% | -38.4% |
| All | -29.6% | -2.9% | -26.7% | -38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling