+474.2%
CMG vs HUT
+422.3%
+51.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.8% | -2.1% |
| 7D | -2.8% | +17.8% | -20.6% | -4.0% |
| 30D | +7.1% | +0.8% | +6.3% | +6.8% |
| 3M | +31.2% | -26.8% | +57.9% | +32.9% |
| 6M | +0.7% | +72.6% | -71.9% | -5.3% |
| YTD | -0.1% | +103.6% | -103.7% | -7.8% |
| 1Y | -10.7% | +265.3% | -276.0% | -22.3% |
| 3Y | -4.7% | +689.4% | -694.1% | -27.0% |
| 5Y | -3.8% | +75.3% | -79.1% | -24.6% |
| All | +474.2% | +422.3% | +51.9% | +268.9% |
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