+239.5%
HUT vs CF
+267.9%
-28.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.7% | +6.8% | +7.3% |
| 7D | +24.8% | +10.4% | +14.4% | +20.9% |
| 30D | -28.4% | +7.6% | -35.9% | -30.2% |
| 3M | -31.2% | +5.2% | -36.4% | -33.0% |
| 6M | -40.2% | -0.1% | -40.2% | -41.6% |
| YTD | +32.9% | +61.7% | -28.8% | +1.5% |
| 1Y | +39.1% | +50.3% | -11.3% | +9.4% |
| 3Y | +462.8% | +66.0% | +396.8% | +312.1% |
| 5Y | -13.9% | +114.5% | -128.4% | -48.1% |
| All | +239.5% | +267.9% | -28.4% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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