+2,752.5%
CLS vs HUT
+422.3%
+2,330.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | 0.0% |
| 7D | +4.6% | +17.8% | -13.2% | +2.3% |
| 30D | -13.9% | +0.8% | -14.7% | -14.1% |
| 3M | -26.6% | -26.8% | +0.2% | -24.0% |
| 6M | +15.4% | +72.6% | -57.1% | +6.3% |
| YTD | +5.7% | +103.6% | -98.0% | -5.2% |
| 1Y | +41.1% | +265.3% | -224.1% | +17.2% |
| 3Y | +1,228.6% | +689.4% | +539.2% | +865.8% |
| 5Y | +3,240.6% | +75.3% | +3,165.3% | +2,382.5% |
| All | +2,752.5% | +422.3% | +2,330.2% | +1,474.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling