+446.4%
CMG vs HUT
+246.0%
+200.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.1% |
| 7D | -0.6% | +34.9% | -35.5% | -2.8% |
| 30D | +15.9% | -25.9% | +41.8% | +17.4% |
| 3M | +7.8% | -31.7% | +39.5% | +9.2% |
| 6M | +7.7% | -42.2% | +49.9% | +9.4% |
| YTD | -4.9% | +34.9% | -39.9% | -10.6% |
| 1Y | +12.3% | +48.5% | -36.2% | +4.1% |
| 3Y | -17.1% | +471.2% | -488.3% | -35.5% |
| 5Y | -5.6% | -18.9% | +13.3% | -22.9% |
| All | +446.4% | +246.0% | +200.3% | +257.5% |
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