+443.3%
HUT vs CART
+39.2%
+404.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -10.9% | +0.3% | -11.2% | -11.1% |
| 30D | -32.6% | +22.4% | -55.1% | -36.5% |
| 3M | -33.7% | +15.6% | -49.4% | -36.8% |
| 6M | -42.3% | +44.9% | -87.2% | -49.1% |
| YTD | +23.6% | +30.0% | -6.4% | +11.1% |
| 1Y | +20.4% | +56.6% | -36.3% | -0.2% |
| 3Y | +423.2% | +131.9% | +291.3% | +237.4% |
| All | +443.3% | +39.2% | +404.0% | +258.0% |
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