-2.7%
CRM vs HUT
+90.5%
-93.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.1% | +0.1% |
| 7D | -8.1% | +2.8% | -11.0% | -8.4% |
| 30D | +23.1% | +2.1% | +21.0% | +22.3% |
| 3M | +42.5% | -14.3% | +56.8% | +42.0% |
| 6M | +25.3% | +84.2% | -58.9% | +12.1% |
| YTD | -7.8% | +97.2% | -105.0% | -19.4% |
| 1Y | +1.0% | +192.7% | -191.7% | -18.1% |
| 3Y | +10.0% | +712.6% | -702.6% | -32.5% |
| All | -2.7% | +90.5% | -93.3% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling