+1.7%
HUT vs CAI
+12.6%
-10.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +1.1% | -24.4% | -23.6% |
| 7D | -29.5% | -6.3% | -23.3% | -27.9% |
| 30D | -45.2% | +9.3% | -54.5% | -46.6% |
| 3M | -51.6% | +106.3% | -158.0% | -63.9% |
| 6M | -37.3% | +77.7% | -115.1% | -50.9% |
| YTD | +6.5% | +23.1% | -16.6% | -2.0% |
| 1Y | +1.7% | +6.5% | -4.8% | +0.9% |
| All | +1.7% | +12.6% | -10.8% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling