-18.9%
HUT vs CAH
+511.5%
-530.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.5% |
| 7D | +34.9% | +3.9% | +31.0% | +34.5% |
| 30D | -25.9% | +16.0% | -41.9% | -27.1% |
| 3M | -31.7% | +19.1% | -50.8% | -33.1% |
| 6M | -42.2% | +53.0% | -95.3% | -46.1% |
| YTD | +34.9% | +36.6% | -1.7% | +27.8% |
| 1Y | +48.5% | +37.4% | +11.1% | +40.6% |
| 3Y | +471.2% | +178.8% | +292.4% | +280.4% |
| 5Y | -18.9% | +498.6% | -517.5% | -75.0% |
| All | -18.9% | +511.5% | -530.4% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling