+153.9%
CME vs HUT
+246.0%
-92.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | +2.7% | +34.9% | -32.2% | +2.0% |
| 30D | +13.5% | -25.9% | +39.4% | +14.0% |
| 3M | +20.9% | -31.7% | +52.6% | +21.5% |
| 6M | +11.5% | -42.2% | +53.8% | +12.1% |
| YTD | +19.5% | +34.9% | -15.4% | +16.5% |
| 1Y | +17.2% | +48.5% | -31.3% | +13.7% |
| 3Y | +65.1% | +471.2% | -406.1% | +47.2% |
| 5Y | +73.1% | -18.9% | +92.0% | +59.6% |
| All | +153.9% | +246.0% | -92.2% | +81.8% |
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