+420.1%
HUT vs CDW
+127.6%
+292.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.7% |
| 7D | +17.8% | +3.2% | +14.6% | +15.9% |
| 30D | +0.8% | +9.3% | -8.4% | -4.4% |
| 3M | -26.8% | +9.8% | -36.6% | -32.1% |
| 6M | +72.6% | +23.3% | +49.2% | +40.5% |
| YTD | +103.6% | +13.7% | +90.0% | +72.0% |
| 1Y | +265.3% | -6.5% | +271.7% | +253.1% |
| 3Y | +689.4% | -25.2% | +714.6% | +779.3% |
| 5Y | +75.3% | -19.5% | +94.8% | +88.9% |
| All | +420.1% | +127.6% | +292.6% | +433.9% |
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