+79.1%
CME vs HUT
+71.6%
+7.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.5% | -0.3% |
| 7D | -1.6% | +17.8% | -19.4% | -1.8% |
| 30D | +6.2% | +0.8% | +5.4% | +6.2% |
| 3M | +10.4% | -26.8% | +37.2% | +10.7% |
| 6M | -9.5% | +72.6% | -82.1% | -11.0% |
| YTD | +6.0% | +103.6% | -97.6% | +3.7% |
| 1Y | +9.3% | +265.3% | -256.0% | +5.0% |
| 3Y | +57.7% | +689.4% | -631.8% | +42.7% |
| All | +79.1% | +71.6% | +7.5% | +65.8% |
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 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