+99.4%
CRM vs HUT
+450.5%
-351.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.8% | -6.9% | +1.3% |
| 7D | -4.4% | +5.4% | -9.8% | -4.9% |
| 30D | +28.1% | +8.6% | +19.5% | +27.0% |
| 3M | +48.8% | -15.2% | +64.1% | +48.8% |
| 6M | +28.3% | +92.9% | -64.6% | +18.5% |
| YTD | -6.0% | +114.6% | -120.6% | -14.7% |
| 1Y | +1.4% | +208.5% | -207.1% | -12.0% |
| 3Y | +11.8% | +821.5% | -809.6% | -17.8% |
| 5Y | -2.0% | +101.8% | -103.9% | -26.2% |
| All | +99.4% | +450.5% | -351.1% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling