-36.7%
HUT vs CF
+125.5%
-162.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.2% | -12.3% | -7.0% |
| 7D | -30.8% | +0.4% | -31.2% | -30.9% |
| 30D | -50.2% | +2.2% | -52.4% | -50.4% |
| 3M | -50.5% | +2.1% | -52.6% | -51.0% |
| 6M | -42.9% | -6.5% | -36.4% | -43.1% |
| YTD | 0.0% | +55.6% | -55.5% | -18.4% |
| 1Y | -2.2% | +42.3% | -44.5% | -17.8% |
| 3Y | +289.4% | +55.7% | +233.7% | +208.8% |
| 5Y | -36.7% | +122.4% | -159.1% | -58.5% |
| All | -36.7% | +125.5% | -162.2% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling