-21.3%
HUT vs CFG
+61.7%
-83.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.6% | -7.7% | -7.7% |
| 7D | +9.3% | +3.2% | +6.2% | +6.2% |
| 30D | -23.1% | +5.1% | -28.2% | -27.4% |
| 3M | -30.6% | -11.2% | -19.4% | -23.1% |
| 6M | -46.9% | +9.6% | -56.4% | -53.5% |
| YTD | +25.3% | +15.0% | +10.3% | +5.7% |
| 1Y | +59.8% | +29.9% | +30.0% | +19.5% |
| 3Y | +467.2% | +192.1% | +275.1% | +99.4% |
| All | -21.3% | +61.7% | -83.0% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling