+239.5%
HUT vs CDW
+158.5%
+81.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.2% | +5.4% | +6.5% |
| 7D | +24.8% | +2.6% | +22.2% | +23.4% |
| 30D | -28.4% | +20.4% | -48.8% | -36.2% |
| 3M | -31.2% | +28.5% | -59.7% | -41.5% |
| 6M | -40.2% | +70.6% | -110.9% | -58.0% |
| YTD | +32.9% | +29.1% | +3.8% | +2.5% |
| 1Y | +39.1% | +23.8% | +15.3% | +10.3% |
| 3Y | +462.8% | -14.5% | +477.2% | +469.3% |
| 5Y | -13.9% | -1.6% | -12.3% | -17.8% |
| All | +239.5% | +158.5% | +81.0% | +218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling