+125.3%
CME vs HUT
+422.3%
-297.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.5% | -0.4% |
| 7D | -1.6% | +17.8% | -19.4% | -2.0% |
| 30D | +6.2% | +0.8% | +5.4% | +6.1% |
| 3M | +10.4% | -26.8% | +37.2% | +10.9% |
| 6M | -9.5% | +72.6% | -82.1% | -11.7% |
| YTD | +6.0% | +103.6% | -97.6% | +2.7% |
| 1Y | +9.3% | +265.3% | -256.0% | +3.4% |
| 3Y | +57.7% | +689.4% | -631.8% | +39.9% |
| 5Y | +77.7% | +75.3% | +2.3% | +60.0% |
| All | +125.3% | +422.3% | -297.0% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling