+220.1%
HUT vs CLF
+69.1%
+151.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.2% | -3.9% | -5.7% |
| 7D | +9.3% | +10.4% | -1.0% | +5.0% |
| 30D | -23.1% | +0.6% | -23.7% | -23.3% |
| 3M | -30.6% | +4.1% | -34.7% | -32.3% |
| 6M | -46.9% | +15.1% | -62.0% | -51.5% |
| YTD | +25.3% | -4.7% | +30.1% | +21.5% |
| 1Y | +59.8% | +20.4% | +39.5% | +41.5% |
| 3Y | +467.2% | -23.4% | +490.6% | +457.7% |
| 5Y | -24.6% | -43.3% | +18.6% | -17.8% |
| All | +220.1% | +69.1% | +151.0% | +95.5% |
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