+215.7%
HUT vs CFG
+102.6%
+113.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -10.9% | +0.7% | -11.6% | -11.8% |
| 30D | -32.6% | +2.8% | -35.4% | -34.2% |
| 3M | -33.7% | -10.1% | -23.6% | -29.4% |
| 6M | -42.3% | +3.2% | -45.5% | -45.0% |
| YTD | +23.6% | +14.2% | +9.4% | +11.4% |
| 1Y | +20.4% | +27.4% | -7.1% | +1.0% |
| 3Y | +423.2% | +187.6% | +235.6% | +170.5% |
| 5Y | -19.4% | +65.7% | -85.1% | -41.0% |
| All | +215.7% | +102.6% | +113.1% | +36.6% |
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