+720.6%
HUT vs CL
+30.5%
+690.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +5.2% |
| 7D | +17.8% | -2.2% | +20.0% | +16.1% |
| 30D | +0.8% | -4.8% | +5.7% | -1.9% |
| 3M | -26.8% | +4.9% | -31.7% | -24.0% |
| 6M | +72.6% | -5.7% | +78.3% | +68.4% |
| YTD | +103.6% | +14.4% | +89.2% | +123.9% |
| 1Y | +265.3% | +8.7% | +256.5% | +299.3% |
| All | +720.6% | +30.5% | +690.1% | +812.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling