-7.1%
CMG vs HUT
+216.7%
-223.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.8% | -8.6% | -0.4% |
| 7D | -2.1% | +5.4% | -7.5% | -2.4% |
| 30D | +10.9% | +8.6% | +2.3% | +10.0% |
| 3M | +15.8% | -15.2% | +31.1% | +16.2% |
| 6M | +6.9% | +92.9% | -85.9% | -1.3% |
| YTD | -2.2% | +114.6% | -116.8% | -11.1% |
| 1Y | -7.1% | +208.5% | -215.6% | -19.1% |
| All | -7.1% | +216.7% | -223.8% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling