+448.2%
HUT vs CAH
+325.0%
+123.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +9.0% |
| 7D | +5.4% | -5.1% | +10.5% | +6.5% |
| 30D | +8.6% | +0.2% | +8.5% | +8.5% |
| 3M | -15.2% | +6.3% | -21.5% | -16.6% |
| 6M | +92.9% | +9.4% | +83.5% | +88.1% |
| YTD | +114.6% | +15.0% | +99.7% | +105.4% |
| 1Y | +208.5% | +55.4% | +153.1% | +169.6% |
| 3Y | +821.5% | +173.8% | +647.7% | +553.3% |
| 5Y | +101.8% | +395.2% | -293.4% | +18.4% |
| All | +448.2% | +325.0% | +123.2% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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