+122.8%
CME vs HUT
+455.5%
-332.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.4% | -1.2% |
| 7D | -2.9% | +28.3% | -31.1% | -3.5% |
| 30D | +5.5% | +12.3% | -6.8% | +5.1% |
| 3M | +11.0% | -16.8% | +27.8% | +11.1% |
| 6M | -9.7% | +111.4% | -121.1% | -12.3% |
| YTD | +4.9% | +116.6% | -111.7% | +1.4% |
| 1Y | +10.1% | +290.5% | -280.4% | +4.0% |
| 3Y | +53.5% | +792.3% | -738.8% | +35.7% |
| 5Y | +77.2% | +94.1% | -17.0% | +59.1% |
| All | +122.8% | +455.5% | -332.7% | +58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling