+290.5%
HUT vs CLF
+7.9%
+282.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.7% | +8.0% | +7.1% |
| 7D | +28.3% | +6.5% | +21.8% | +24.5% |
| 30D | +12.3% | +0.2% | +12.1% | +11.7% |
| 3M | -16.8% | -3.1% | -13.7% | -16.9% |
| 6M | +111.4% | +25.0% | +86.3% | +82.5% |
| YTD | +116.6% | -7.5% | +124.0% | +110.2% |
| 1Y | +290.5% | +11.5% | +278.9% | +294.5% |
| All | +290.5% | +7.9% | +282.6% | +294.5% |
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 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