+403.8%
HUT vs CGNX
+20.6%
+383.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.3% | -5.4% |
| 7D | +2.8% | +1.5% | +1.4% | +2.0% |
| 30D | +2.1% | -1.8% | +3.8% | +3.1% |
| 3M | -14.3% | +5.3% | -19.5% | -17.4% |
| 6M | +84.2% | +22.3% | +61.9% | +65.2% |
| YTD | +97.2% | +72.2% | +25.0% | +33.6% |
| 1Y | +192.7% | +39.8% | +152.9% | +128.0% |
| 3Y | +712.6% | +44.8% | +667.7% | +497.0% |
| 5Y | +85.5% | -27.0% | +112.5% | +99.0% |
| All | +403.8% | +20.6% | +383.2% | +387.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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