-13.9%
HUT vs CL
+40.8%
-54.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.1% | +7.6% | +7.5% |
| 7D | +24.8% | -0.8% | +25.5% | +24.4% |
| 30D | -28.4% | +9.5% | -37.9% | -24.4% |
| 3M | -31.2% | +6.8% | -38.0% | -27.8% |
| 6M | -40.2% | +14.3% | -54.5% | -35.8% |
| YTD | +32.9% | +27.0% | +5.9% | +46.7% |
| 1Y | +39.1% | +26.3% | +12.8% | +53.3% |
| 3Y | +462.8% | +39.3% | +423.5% | +497.3% |
| 5Y | -13.9% | +41.5% | -55.4% | -17.5% |
| All | -13.9% | +40.8% | -54.7% | -17.5% |
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