+192.7%
HUT vs CL
+70.6%
+122.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.2% | +16.7% | +14.2% |
| 7D | -11.4% | +1.3% | -12.7% | -10.9% |
| 30D | -41.0% | +11.4% | -52.4% | -40.0% |
| 3M | -41.9% | +4.4% | -46.3% | -41.2% |
| 6M | -51.7% | +10.8% | -62.5% | -50.9% |
| YTD | +14.6% | +25.1% | -10.5% | +16.5% |
| 1Y | +21.4% | +28.0% | -6.6% | +23.3% |
| 3Y | +359.8% | +37.6% | +322.2% | +351.2% |
| 5Y | -27.5% | +39.7% | -67.2% | -29.6% |
| All | +192.7% | +70.6% | +122.1% | +176.6% |
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