+409.1%
HUT vs CART
+112.9%
+296.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.1% |
| 7D | +3.7% | +1.5% | +2.2% | +3.2% |
| 30D | -32.3% | +22.4% | -54.7% | -36.3% |
| 3M | -35.6% | +16.5% | -52.2% | -38.8% |
| 6M | -42.1% | +44.9% | -87.0% | -49.1% |
| YTD | +24.1% | +30.0% | -5.9% | +11.3% |
| 1Y | +27.9% | +59.1% | -31.2% | +4.2% |
| 3Y | +409.1% | +138.8% | +270.3% | +168.3% |
| All | +409.1% | +112.9% | +296.2% | +168.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling