+217.0%
HUT vs CL
+73.0%
+144.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.4% | +6.9% | +8.5% |
| 7D | +3.7% | +0.5% | +3.1% | +4.0% |
| 30D | -32.3% | +11.6% | -43.9% | -31.0% |
| 3M | -35.6% | +5.6% | -41.2% | -34.7% |
| 6M | -42.1% | +13.2% | -55.2% | -41.0% |
| YTD | +24.1% | +26.9% | -2.8% | +26.4% |
| 1Y | +27.9% | +27.3% | +0.5% | +30.2% |
| 3Y | +409.1% | +39.7% | +369.4% | +400.6% |
| 5Y | -25.9% | +41.3% | -67.3% | -27.9% |
| All | +217.0% | +73.0% | +144.0% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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