+359.8%
HUT vs CFG
+168.6%
+191.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.9% | +15.5% | +15.5% |
| 7D | -11.4% | -0.9% | -10.5% | -11.6% |
| 30D | -41.0% | +1.1% | -42.1% | -42.4% |
| 3M | -41.9% | -12.0% | -29.9% | -35.1% |
| 6M | -51.7% | -2.2% | -49.4% | -52.8% |
| YTD | +14.6% | +11.4% | +3.2% | -1.8% |
| 1Y | +21.4% | +27.8% | -6.4% | -9.6% |
| 3Y | +359.8% | +173.3% | +186.5% | +77.9% |
| All | +359.8% | +168.6% | +191.2% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling