-21.7%
CLS vs HUT
-32.3%
+10.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +7.6% | +0.9% | +4.6% |
| 7D | +2.8% | +24.8% | -22.0% | -8.1% |
| 30D | -30.1% | -28.4% | -1.7% | -18.1% |
| 3M | -21.7% | -31.2% | +9.5% | -7.6% |
| All | -21.7% | -32.3% | +10.6% | -7.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling