+420.1%
HUT vs CF
+298.1%
+122.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.2% | +9.4% | +7.2% |
| 7D | +17.8% | +6.0% | +11.8% | +15.4% |
| 30D | +0.8% | +14.8% | -14.0% | -4.0% |
| 3M | -26.8% | +14.1% | -40.8% | -30.7% |
| 6M | +72.6% | +28.5% | +44.0% | +47.3% |
| YTD | +103.6% | +74.9% | +28.7% | +52.7% |
| 1Y | +265.3% | +61.7% | +203.6% | +182.0% |
| 3Y | +689.4% | +80.3% | +609.1% | +463.3% |
| 5Y | +75.3% | +226.0% | -150.6% | -12.9% |
| All | +420.1% | +298.1% | +122.0% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling