+739.0%
HUT vs CAG
-35.7%
+774.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +5.7% |
| 7D | +17.8% | -3.8% | +21.6% | +15.6% |
| 30D | +0.8% | +3.1% | -2.3% | +2.8% |
| 3M | -26.8% | +23.5% | -50.3% | -17.4% |
| 6M | +72.6% | -14.8% | +87.4% | +63.7% |
| YTD | +103.6% | -5.4% | +109.1% | +105.6% |
| 1Y | +265.3% | -11.8% | +277.1% | +258.7% |
| All | +739.0% | -35.7% | +774.7% | +644.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling