+94.1%
HUT vs CAG
-40.6%
+134.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.4% | +7.8% | +5.8% |
| 7D | +28.3% | -5.3% | +33.5% | +26.0% |
| 30D | +12.3% | +1.0% | +11.3% | +12.9% |
| 3M | -16.8% | +17.4% | -34.2% | -11.6% |
| 6M | +111.4% | -16.8% | +128.2% | +104.6% |
| YTD | +116.6% | -6.8% | +123.3% | +117.8% |
| 1Y | +290.5% | -15.4% | +305.8% | +284.8% |
| 3Y | +792.3% | -37.1% | +829.4% | +722.9% |
| 5Y | +94.1% | -41.3% | +135.4% | +94.7% |
| All | +94.1% | -40.6% | +134.7% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling