+1,935.8%
CLS vs HUT
+218.4%
+1,717.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +8.3% | -0.4% | +6.7% |
| 7D | -10.6% | +3.7% | -14.2% | -11.3% |
| 30D | -38.4% | -32.3% | -6.1% | -35.1% |
| 3M | -29.9% | -35.6% | +5.8% | -25.6% |
| 6M | -40.6% | -42.1% | +1.4% | -36.5% |
| YTD | -24.6% | +24.1% | -48.7% | -27.6% |
| 1Y | -30.8% | +27.9% | -58.7% | -33.9% |
| 3Y | +811.7% | +409.1% | +402.6% | +607.3% |
| 5Y | +1,838.4% | -25.9% | +1,864.4% | +1,481.4% |
| All | +1,935.8% | +218.4% | +1,717.4% | +1,101.7% |
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