-10.0%
CRM vs HUT
-2.9%
-7.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -23.2% | +25.4% | +1.1% |
| 7D | -6.2% | -29.5% | +23.3% | -7.5% |
| 30D | -1.2% | -45.2% | +44.0% | -3.6% |
| 3M | +19.1% | -51.6% | +70.7% | +15.9% |
| 6M | +23.0% | -37.3% | +60.3% | +19.8% |
| YTD | -13.7% | +6.5% | -20.2% | -18.1% |
| 1Y | -10.0% | +1.7% | -11.7% | -15.3% |
| All | -10.0% | -2.9% | -7.1% | -15.3% |
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