+448.1%
CMG vs HUT
+221.4%
+226.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.1% | +7.4% | +0.8% |
| 7D | +2.5% | +9.3% | -6.9% | +1.8% |
| 30D | +15.6% | -23.1% | +38.7% | +16.8% |
| 3M | +8.2% | -30.6% | +38.8% | +9.5% |
| 6M | +9.9% | -46.9% | +56.7% | +12.3% |
| YTD | -4.6% | +25.3% | -30.0% | -9.9% |
| 1Y | +12.4% | +59.8% | -47.4% | +3.6% |
| 3Y | -18.0% | +467.2% | -485.2% | -36.2% |
| 5Y | -5.3% | -24.6% | +19.3% | -22.3% |
| All | +448.1% | +221.4% | +226.6% | +260.4% |
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 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