+155.5%
HUT vs CL
+74.4%
+81.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.1% |
| 7D | -30.8% | +5.9% | -36.8% | -30.0% |
| 30D | -50.2% | +13.8% | -63.9% | -49.1% |
| 3M | -50.5% | +6.4% | -56.9% | -49.7% |
| 6M | -42.9% | +15.6% | -58.6% | -41.8% |
| YTD | 0.0% | +27.9% | -27.9% | +2.0% |
| 1Y | -2.2% | +31.4% | -33.6% | -0.4% |
| 3Y | +289.4% | +41.4% | +248.0% | +283.0% |
| 5Y | -36.7% | +42.8% | -79.5% | -38.3% |
| All | +155.5% | +74.4% | +81.1% | +142.2% |
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 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