+192.7%
HUT vs CBRE
+188.2%
+4.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.6% | +15.2% | +15.0% |
| 7D | -11.4% | +5.2% | -16.5% | -15.8% |
| 30D | -41.0% | +6.2% | -47.3% | -44.6% |
| 3M | -41.9% | -8.1% | -33.8% | -40.0% |
| 6M | -51.7% | -6.6% | -45.0% | -51.9% |
| YTD | +14.6% | -15.7% | +30.3% | +22.5% |
| 1Y | +21.4% | -9.7% | +31.1% | +23.5% |
| 3Y | +359.8% | +80.4% | +279.4% | +178.5% |
| 5Y | -27.5% | +27.0% | -54.5% | -43.1% |
| All | +192.7% | +188.2% | +4.5% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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