+239.5%
HUT vs CAG
-43.4%
+282.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.4% | +9.9% | +7.2% |
| 7D | +24.8% | -1.8% | +26.5% | +24.5% |
| 30D | -28.4% | +9.7% | -38.0% | -27.0% |
| 3M | -31.2% | +0.5% | -31.7% | -30.5% |
| 6M | -40.2% | +8.9% | -49.2% | -39.0% |
| YTD | +32.9% | -8.4% | +41.3% | +34.5% |
| 1Y | +39.1% | -8.3% | +47.4% | +40.8% |
| 3Y | +462.8% | -36.1% | +498.9% | +461.0% |
| 5Y | -13.9% | -40.1% | +26.3% | -13.5% |
| All | +239.5% | -43.4% | +282.9% | +267.1% |
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