+20.4%
HUT vs CG
-19.2%
+39.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.4% |
| 7D | -10.9% | +2.0% | -12.9% | -12.6% |
| 30D | -32.6% | +8.5% | -41.2% | -36.8% |
| 3M | -33.7% | -12.1% | -21.6% | -29.3% |
| 6M | -42.3% | -16.4% | -25.9% | -34.9% |
| YTD | +23.6% | -28.0% | +51.5% | +59.7% |
| 1Y | +20.4% | -18.9% | +39.2% | +33.5% |
| All | +20.4% | -19.2% | +39.5% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling