+1.7%
HUT vs CFG
+34.2%
-32.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +2.4% | -25.6% | -25.0% |
| 7D | -29.5% | +1.8% | -31.3% | -30.9% |
| 30D | -45.2% | +3.3% | -48.5% | -47.0% |
| 3M | -51.6% | -9.8% | -41.8% | -47.2% |
| 6M | -37.3% | +5.2% | -42.5% | -44.1% |
| YTD | +6.5% | +16.1% | -9.6% | -19.4% |
| 1Y | +1.7% | +33.7% | -31.9% | -37.2% |
| All | +1.7% | +34.2% | -32.5% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling