+215.7%
HUT vs CL
+73.3%
+142.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -10.9% | +2.6% | -13.5% | -10.4% |
| 30D | -32.6% | +11.8% | -44.4% | -31.3% |
| 3M | -33.7% | +5.9% | -39.6% | -32.7% |
| 6M | -42.3% | +13.3% | -55.7% | -41.3% |
| YTD | +23.6% | +27.1% | -3.5% | +25.9% |
| 1Y | +20.4% | +28.0% | -7.7% | +22.6% |
| 3Y | +423.2% | +39.4% | +383.8% | +415.0% |
| 5Y | -19.4% | +40.8% | -60.2% | -21.4% |
| All | +215.7% | +73.3% | +142.3% | +199.0% |
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