+359.8%
HUT vs CB
+71.5%
+288.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.8% | +16.4% | +13.1% |
| 7D | -11.4% | +0.2% | -11.6% | -10.5% |
| 30D | -41.0% | +9.1% | -50.1% | -36.2% |
| 3M | -41.9% | +3.4% | -45.3% | -39.4% |
| 6M | -51.7% | +14.1% | -65.8% | -45.6% |
| YTD | +14.6% | +18.0% | -3.4% | +32.0% |
| 1Y | +21.4% | +30.1% | -8.7% | +45.2% |
| 3Y | +359.8% | +71.8% | +288.0% | +788.0% |
| All | +359.8% | +71.5% | +288.3% | +788.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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