+192.7%
HUT vs CFG
+97.6%
+95.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.9% | +15.5% | +15.2% |
| 7D | -11.4% | -0.9% | -10.5% | -11.5% |
| 30D | -41.0% | +1.1% | -42.1% | -41.9% |
| 3M | -41.9% | -12.0% | -29.9% | -37.3% |
| 6M | -51.7% | -2.2% | -49.4% | -52.1% |
| YTD | +14.6% | +11.4% | +3.2% | +4.9% |
| 1Y | +21.4% | +27.8% | -6.4% | +1.6% |
| 3Y | +359.8% | +173.3% | +186.5% | +145.3% |
| 5Y | -27.5% | +62.4% | -89.9% | -46.2% |
| All | +192.7% | +97.6% | +95.1% | +28.8% |
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