+433.3%
HUT vs CG
+168.5%
+264.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.4% | 0.0% |
| 7D | +18.9% | -6.4% | +25.3% | +25.9% |
| 30D | +12.0% | -7.1% | +19.0% | +17.1% |
| 3M | -14.9% | -1.6% | -13.3% | -16.6% |
| 6M | +96.8% | -8.3% | +105.1% | +104.1% |
| YTD | +108.8% | -23.8% | +132.6% | +157.6% |
| 1Y | +227.4% | -28.7% | +256.1% | +329.7% |
| 3Y | +760.3% | +49.2% | +711.1% | +485.3% |
| 5Y | +86.1% | +5.5% | +80.6% | +77.7% |
| All | +433.3% | +168.5% | +264.9% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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