+420.1%
HUT vs CFG
+119.5%
+300.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | +17.8% | +1.5% | +16.3% | +16.7% |
| 30D | +0.8% | -3.8% | +4.7% | +3.6% |
| 3M | -26.8% | +11.5% | -38.3% | -32.8% |
| 6M | +72.6% | +19.2% | +53.4% | +52.6% |
| YTD | +103.6% | +23.7% | +79.9% | +75.3% |
| 1Y | +265.3% | +38.8% | +226.4% | +192.6% |
| 3Y | +689.4% | +178.9% | +510.5% | +315.6% |
| 5Y | +75.3% | +101.8% | -26.4% | +15.7% |
| All | +420.1% | +119.5% | +300.7% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling