+1,787.5%
CLS vs HUT
+194.0%
+1,593.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.6% | -14.1% | -1.6% |
| 7D | -22.2% | -11.4% | -10.8% | -21.1% |
| 30D | -44.4% | -41.0% | -3.3% | -40.2% |
| 3M | -34.3% | -41.9% | +7.6% | -29.3% |
| 6M | -50.1% | -51.7% | +1.6% | -45.2% |
| YTD | -30.1% | +14.6% | -44.7% | -32.2% |
| 1Y | -39.3% | +21.4% | -60.7% | -41.7% |
| 3Y | +732.7% | +359.8% | +372.9% | +554.4% |
| 5Y | +1,777.2% | -27.5% | +1,804.7% | +1,443.1% |
| All | +1,787.5% | +194.0% | +1,593.5% | +1,026.6% |
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 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