+71.0%
CME vs HUT
-31.8%
+102.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.6% | -15.0% | -0.6% |
| 7D | +0.9% | -11.4% | +12.3% | +1.0% |
| 30D | +13.2% | -41.0% | +54.2% | +13.6% |
| 3M | +16.3% | -41.9% | +58.2% | +16.7% |
| 6M | +7.1% | -51.7% | +58.8% | +7.5% |
| YTD | +15.8% | +14.6% | +1.2% | +13.9% |
| 1Y | +17.1% | +21.4% | -4.3% | +14.7% |
| 3Y | +63.2% | +359.8% | -296.7% | +48.6% |
| All | +71.0% | -31.8% | +102.8% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling