+21.4%
HUT vs CART
+60.1%
-38.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +0.6% | +14.0% | +14.6% |
| 7D | -11.4% | +3.0% | -14.3% | -11.0% |
| 30D | -41.0% | +28.6% | -69.6% | -39.0% |
| 3M | -41.9% | +29.1% | -71.0% | -39.8% |
| 6M | -51.7% | +44.7% | -96.4% | -48.6% |
| YTD | +14.6% | +29.2% | -14.6% | +16.2% |
| 1Y | +21.4% | +66.2% | -44.8% | +3.6% |
| All | +21.4% | +60.1% | -38.7% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling