+461.3%
CMG vs HUT
+405.9%
+55.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.7% |
| 7D | -3.8% | +2.8% | -6.7% | -4.1% |
| 30D | +12.9% | +2.1% | +10.9% | +12.4% |
| 3M | +18.8% | -14.3% | +33.0% | +19.1% |
| 6M | +4.1% | +84.2% | -80.2% | -2.6% |
| YTD | -2.4% | +97.2% | -99.6% | -9.7% |
| 1Y | -6.7% | +192.7% | -199.4% | -17.3% |
| 3Y | -7.1% | +712.6% | -719.7% | -29.1% |
| 5Y | -5.0% | +85.5% | -90.4% | -25.7% |
| All | +461.3% | +405.9% | +55.4% | +261.4% |
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