-51.6%
HUT vs CART
+30.5%
-82.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +1.6% | -24.8% | -23.1% |
| 7D | -29.5% | +1.4% | -30.9% | -29.4% |
| 30D | -45.2% | +29.7% | -74.8% | -43.6% |
| 3M | -51.6% | +29.7% | -81.3% | -50.4% |
| All | -51.6% | +30.5% | -82.1% | -50.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling