+403.8%
HUT vs CAG
-44.6%
+448.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -5.8% |
| 7D | +2.8% | -5.9% | +8.7% | +2.2% |
| 30D | +2.1% | -1.5% | +3.6% | +1.9% |
| 3M | -14.3% | +11.5% | -25.7% | -13.3% |
| 6M | +84.2% | -15.7% | +99.9% | +83.4% |
| YTD | +97.2% | -10.2% | +107.4% | +97.2% |
| 1Y | +192.7% | -18.1% | +210.8% | +192.1% |
| 3Y | +712.6% | -39.4% | +752.0% | +702.4% |
| 5Y | +85.5% | -42.6% | +128.1% | +84.2% |
| All | +403.8% | -44.6% | +448.3% | +438.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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