+154.2%
CME vs HUT
+240.9%
-86.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.6% | -5.4% | +2.0% |
| 7D | +2.5% | +24.8% | -22.3% | +1.9% |
| 30D | +13.9% | -28.4% | +42.3% | +14.5% |
| 3M | +22.4% | -31.2% | +53.6% | +22.9% |
| 6M | +12.9% | -40.2% | +53.1% | +13.3% |
| YTD | +19.6% | +32.9% | -13.3% | +16.6% |
| 1Y | +17.7% | +39.1% | -21.4% | +14.3% |
| 3Y | +65.3% | +462.8% | -397.4% | +47.5% |
| 5Y | +75.1% | -13.9% | +89.0% | +61.1% |
| All | +154.2% | +240.9% | -86.8% | +82.0% |
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