-33.8%
HUT vs CCI
-37.1%
+3.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.6% | +17.2% | +15.5% |
| 7D | -11.4% | -0.1% | -11.3% | -12.1% |
| 30D | -41.0% | +28.4% | -69.4% | -47.9% |
| 3M | -41.9% | +20.0% | -61.9% | -47.1% |
| 6M | -51.7% | +0.8% | -52.4% | -53.2% |
| YTD | +14.6% | +3.6% | +11.0% | +9.0% |
| 1Y | +21.4% | +6.1% | +15.3% | +14.4% |
| 3Y | +359.8% | +7.2% | +352.6% | +278.1% |
| All | -33.8% | -37.1% | +3.4% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 5y: compounded portfolio wealth divided by compounded CCI 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…
5y analysis · Full analysis span regression · 6 months rolling