+1,980.9%
CLS vs HUT
-25.2%
+2,006.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -7.1% | +1.7% | -3.7% |
| 7D | +16.3% | +9.3% | +6.9% | +14.0% |
| 30D | -25.7% | -23.1% | -2.6% | -21.3% |
| 3M | -30.9% | -30.6% | -0.3% | -25.2% |
| 6M | -35.5% | -46.9% | +11.4% | -26.9% |
| YTD | -18.7% | +25.3% | -44.0% | -25.1% |
| 1Y | -17.9% | +59.8% | -77.7% | -28.2% |
| 3Y | +838.1% | +467.2% | +370.9% | +486.2% |
| All | +1,980.9% | -25.2% | +2,006.1% | +1,211.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling