+244.6%
HUT vs CAH
+405.1%
-160.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.5% |
| 7D | +34.9% | +3.9% | +31.0% | +34.0% |
| 30D | -25.9% | +16.0% | -41.9% | -28.2% |
| 3M | -31.7% | +19.1% | -50.8% | -34.3% |
| 6M | -42.2% | +53.0% | -95.3% | -47.7% |
| YTD | +34.9% | +36.6% | -1.7% | +24.3% |
| 1Y | +48.5% | +37.4% | +11.1% | +36.7% |
| 3Y | +471.2% | +178.8% | +292.4% | +313.7% |
| 5Y | -18.9% | +498.6% | -517.5% | -54.3% |
| All | +244.6% | +405.1% | -160.5% | +80.2% |
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