+239.5%
HUT vs CFG
+104.3%
+135.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.9% | +6.7% | +7.0% |
| 7D | +24.8% | -0.8% | +25.6% | +25.6% |
| 30D | -28.4% | +3.1% | -31.5% | -30.2% |
| 3M | -31.2% | -9.7% | -21.5% | -26.9% |
| 6M | -40.2% | +6.7% | -47.0% | -44.3% |
| YTD | +32.9% | +15.2% | +17.7% | +19.1% |
| 1Y | +39.1% | +28.8% | +10.3% | +15.8% |
| 3Y | +462.8% | +190.1% | +272.7% | +189.4% |
| 5Y | -13.9% | +63.4% | -77.3% | -36.6% |
| All | +239.5% | +104.3% | +135.2% | +46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling