+1.7%
HUT vs CLF
+12.5%
-10.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -9.2% | -14.0% | -19.1% |
| 7D | -29.5% | -7.9% | -21.7% | -26.3% |
| 30D | -45.2% | +5.2% | -50.4% | -46.0% |
| 3M | -51.6% | +4.3% | -55.9% | -52.6% |
| 6M | -37.3% | +25.3% | -62.6% | -45.2% |
| YTD | +6.5% | -3.3% | +9.8% | -1.9% |
| 1Y | +1.7% | +20.2% | -18.5% | -29.4% |
| All | +1.7% | +12.5% | -10.8% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling