-7.6%
CMG vs HUT
+764.1%
-771.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -2.3% |
| 7D | -6.5% | +18.9% | -25.4% | -7.5% |
| 30D | +12.1% | +12.0% | +0.1% | +11.1% |
| 3M | +20.6% | -14.9% | +35.4% | +20.9% |
| 6M | +2.1% | +96.8% | -94.7% | -4.0% |
| YTD | -2.6% | +108.8% | -111.4% | -9.3% |
| 1Y | -8.7% | +227.4% | -236.1% | -18.0% |
| All | -7.6% | +764.1% | -771.7% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling