+403.8%
HUT vs CART
+38.4%
+365.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +0.6% | +14.0% | +14.4% |
| 7D | -11.4% | +3.0% | -14.3% | -12.1% |
| 30D | -41.0% | +28.6% | -69.6% | -45.2% |
| 3M | -41.9% | +29.1% | -71.0% | -46.5% |
| 6M | -51.7% | +44.7% | -96.4% | -57.3% |
| YTD | +14.6% | +29.2% | -14.6% | +3.2% |
| 1Y | +21.4% | +66.2% | -44.8% | -1.9% |
| 3Y | +359.8% | +112.8% | +247.0% | +202.3% |
| All | +403.8% | +38.4% | +365.4% | +232.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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