+220.1%
HUT vs CL
+76.1%
+144.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.8% | -8.9% | -6.8% |
| 7D | +9.3% | +3.2% | +6.1% | +10.0% |
| 30D | -23.1% | +8.0% | -31.1% | -21.8% |
| 3M | -30.6% | +7.9% | -38.5% | -29.3% |
| 6M | -46.9% | +14.7% | -61.6% | -45.7% |
| YTD | +25.3% | +29.2% | -3.8% | +28.1% |
| 1Y | +59.8% | +29.5% | +30.3% | +63.3% |
| 3Y | +467.2% | +40.7% | +426.5% | +460.8% |
| 5Y | -24.6% | +43.9% | -68.5% | -26.4% |
| All | +220.1% | +76.1% | +144.0% | +204.2% |
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