+420.1%
HUT vs CL
+55.9%
+364.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.0% |
| 7D | +17.8% | -2.2% | +20.0% | +17.5% |
| 30D | +0.8% | -4.8% | +5.7% | +0.5% |
| 3M | -26.8% | +4.9% | -31.7% | -26.9% |
| 6M | +72.6% | -5.7% | +78.3% | +72.1% |
| YTD | +103.6% | +14.4% | +89.2% | +103.5% |
| 1Y | +265.3% | +8.7% | +256.5% | +266.4% |
| 3Y | +689.4% | +30.0% | +659.4% | +657.1% |
| 5Y | +75.3% | +28.4% | +47.0% | +67.3% |
| All | +420.1% | +55.9% | +364.2% | +383.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling