+192.7%
HUT vs CDW
+134.5%
+58.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.9% | +15.5% | +15.0% |
| 7D | -11.4% | +2.1% | -13.5% | -14.3% |
| 30D | -41.0% | +14.7% | -55.8% | -46.5% |
| 3M | -41.9% | +11.1% | -53.0% | -47.0% |
| 6M | -51.7% | +45.6% | -97.3% | -63.2% |
| YTD | +14.6% | +17.1% | -2.5% | -7.5% |
| 1Y | +21.4% | +13.2% | +8.2% | +0.3% |
| 3Y | +359.8% | -22.2% | +382.0% | +385.5% |
| 5Y | -27.5% | -10.1% | -17.4% | -27.8% |
| All | +192.7% | +134.5% | +58.3% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling