-21.3%
HUT vs CF
+114.1%
-135.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.2% | -7.1% |
| 7D | +9.3% | +4.8% | +4.6% | +8.7% |
| 30D | -23.1% | +4.7% | -27.8% | -23.6% |
| 3M | -30.6% | +7.4% | -38.0% | -31.8% |
| 6M | -46.9% | +0.6% | -47.4% | -47.4% |
| YTD | +25.3% | +64.1% | -38.8% | +2.0% |
| 1Y | +59.8% | +51.4% | +8.4% | +33.5% |
| 3Y | +467.2% | +67.8% | +399.4% | +346.7% |
| All | -21.3% | +114.1% | -135.4% | -43.4% |
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 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