+192.7%
HUT vs CF
+256.4%
-63.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +0.7% | +13.9% | +14.4% |
| 7D | -11.4% | -3.2% | -8.2% | -10.4% |
| 30D | -41.0% | +4.3% | -45.4% | -42.0% |
| 3M | -41.9% | +2.8% | -44.7% | -43.2% |
| 6M | -51.7% | +0.6% | -52.3% | -52.9% |
| YTD | +14.6% | +56.6% | -42.0% | -11.7% |
| 1Y | +21.4% | +49.6% | -28.2% | -4.7% |
| 3Y | +359.8% | +61.5% | +298.3% | +239.2% |
| 5Y | -27.5% | +124.0% | -151.4% | -57.4% |
| All | +192.7% | +256.4% | -63.7% | +24.4% |
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