+359.8%
HUT vs CG
+47.3%
+312.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.7% | +15.2% | +15.1% |
| 7D | -11.4% | -1.2% | -10.2% | -12.0% |
| 30D | -41.0% | +5.0% | -46.1% | -44.8% |
| 3M | -41.9% | -18.2% | -23.7% | -33.9% |
| 6M | -51.7% | -20.7% | -31.0% | -44.3% |
| YTD | +14.6% | -31.4% | +46.0% | +52.5% |
| 1Y | +21.4% | -22.3% | +43.6% | +45.1% |
| 3Y | +359.8% | +50.2% | +309.7% | +253.2% |
| All | +359.8% | +47.3% | +312.5% | +253.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling