+10.1%
CME vs HUT
+290.3%
-280.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.4% | -0.9% |
| 7D | -2.9% | +28.3% | -31.1% | -2.3% |
| 30D | +5.5% | +12.3% | -6.8% | +5.9% |
| 3M | +11.0% | -16.8% | +27.8% | +11.0% |
| 6M | -9.7% | +111.4% | -121.1% | -9.8% |
| YTD | +4.9% | +116.6% | -111.7% | +4.7% |
| 1Y | +10.1% | +290.5% | -280.4% | +12.6% |
| All | +10.1% | +290.3% | -280.2% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling