+891.5%
CLS vs HUT
+487.4%
+404.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.2% |
| 7D | +23.5% | +34.9% | -11.3% | +13.4% |
| 30D | -28.9% | -25.9% | -3.1% | -23.3% |
| 3M | -25.2% | -31.7% | +6.6% | -18.0% |
| 6M | -32.1% | -42.2% | +10.2% | -23.3% |
| YTD | -14.1% | +34.9% | -49.0% | -23.8% |
| 1Y | -24.1% | +48.5% | -72.6% | -34.5% |
| All | +891.5% | +487.4% | +404.1% | +513.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling