+2,913.4%
CLS vs HUT
+455.5%
+2,457.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.4% | -0.7% | +4.8% |
| 7D | +12.8% | +28.3% | -15.5% | +9.1% |
| 30D | +3.8% | +12.3% | -8.5% | +2.1% |
| 3M | -14.6% | -16.8% | +2.2% | -13.2% |
| 6M | +32.2% | +111.4% | -79.1% | +18.7% |
| YTD | +11.6% | +116.6% | -104.9% | -0.7% |
| 1Y | +35.1% | +290.5% | -255.4% | +11.2% |
| 3Y | +1,312.5% | +792.3% | +520.3% | +913.4% |
| 5Y | +3,542.1% | +94.1% | +3,447.9% | +2,579.0% |
| All | +2,913.4% | +455.5% | +2,457.9% | +1,549.4% |
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 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