+301.3%
HUT vs CF
+56.6%
+244.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.2% | -12.3% | -6.1% |
| 7D | -30.8% | +0.4% | -31.2% | -30.8% |
| 30D | -50.2% | +2.2% | -52.4% | -50.1% |
| 3M | -50.5% | +2.1% | -52.6% | -50.7% |
| 6M | -42.9% | -6.5% | -36.4% | -43.0% |
| YTD | 0.0% | +55.6% | -55.5% | -21.1% |
| 1Y | -2.2% | +42.3% | -44.5% | -20.0% |
| All | +301.3% | +56.6% | +244.7% | +188.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling