+339.7%
HUT vs CART
+37.6%
+302.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.4% | -3.7% | -5.5% |
| 7D | -30.8% | +1.2% | -32.0% | -31.1% |
| 30D | -50.2% | +27.1% | -77.3% | -53.5% |
| 3M | -50.5% | +27.4% | -77.9% | -54.2% |
| 6M | -42.9% | +32.1% | -75.0% | -48.6% |
| YTD | 0.0% | +28.5% | -28.5% | -9.8% |
| 1Y | -2.2% | +58.8% | -61.0% | -19.5% |
| 3Y | +289.4% | +114.8% | +174.7% | +155.5% |
| All | +339.7% | +37.6% | +302.1% | +190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling