+239.5%
HUT vs CL
+73.1%
+166.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.1% | +7.6% | +7.5% |
| 7D | +24.8% | -0.8% | +25.5% | +24.6% |
| 30D | -28.4% | +9.5% | -37.9% | -27.1% |
| 3M | -31.2% | +6.8% | -38.0% | -30.1% |
| 6M | -40.2% | +14.3% | -54.5% | -39.2% |
| YTD | +32.9% | +27.0% | +5.9% | +35.4% |
| 1Y | +39.1% | +26.3% | +12.8% | +41.7% |
| 3Y | +462.8% | +39.3% | +423.5% | +453.8% |
| 5Y | -13.9% | +41.5% | -55.4% | -16.1% |
| All | +239.5% | +73.1% | +166.4% | +221.6% |
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