-33.8%
HUT vs CL
+39.7%
-73.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.2% | +16.7% | +13.5% |
| 7D | -11.4% | +1.3% | -12.7% | -10.1% |
| 30D | -41.0% | +11.4% | -52.4% | -37.4% |
| 3M | -41.9% | +4.4% | -46.3% | -39.6% |
| 6M | -51.7% | +10.8% | -62.5% | -48.5% |
| YTD | +14.6% | +25.1% | -10.5% | +25.7% |
| 1Y | +21.4% | +28.0% | -6.6% | +33.8% |
| 3Y | +359.8% | +37.6% | +322.2% | +385.8% |
| All | -33.8% | +39.7% | -73.5% | -36.5% |
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