+217.0%
HUT vs CLF
+63.9%
+153.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.0% | +1.3% | +5.3% |
| 7D | +3.7% | -14.1% | +17.7% | +11.4% |
| 30D | -32.3% | -5.5% | -26.8% | -30.6% |
| 3M | -35.6% | 0.0% | -35.6% | -36.2% |
| 6M | -42.1% | +11.3% | -53.3% | -46.4% |
| YTD | +24.1% | -7.7% | +31.8% | +21.9% |
| 1Y | +27.9% | +17.5% | +10.3% | +14.2% |
| 3Y | +409.1% | -25.4% | +434.5% | +406.1% |
| 5Y | -25.9% | -46.0% | +20.0% | -17.7% |
| All | +217.0% | +63.9% | +153.2% | +96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling