+86.3%
HUT vs CL
+28.4%
+58.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +5.6% |
| 7D | +17.8% | -2.2% | +20.0% | +16.8% |
| 30D | +0.8% | -4.8% | +5.7% | -0.7% |
| 3M | -26.8% | +4.9% | -31.7% | -25.4% |
| 6M | +72.6% | -5.7% | +78.3% | +70.7% |
| YTD | +103.6% | +14.4% | +89.2% | +112.9% |
| 1Y | +265.3% | +8.7% | +256.5% | +281.7% |
| 3Y | +689.4% | +30.0% | +659.4% | +702.6% |
| All | +86.3% | +28.4% | +58.0% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling