+359.8%
HUT vs CLF
-33.4%
+393.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +1.7% | +12.9% | +13.8% |
| 7D | -11.4% | -19.6% | +8.2% | -1.8% |
| 30D | -41.0% | -5.0% | -36.1% | -39.6% |
| 3M | -41.9% | -6.3% | -35.6% | -40.7% |
| 6M | -51.7% | +2.8% | -54.5% | -53.8% |
| YTD | +14.6% | -13.7% | +28.3% | +15.5% |
| 1Y | +21.4% | +13.6% | +7.8% | +9.1% |
| 3Y | +359.8% | -34.0% | +393.8% | +390.0% |
| All | +359.8% | -33.4% | +393.2% | +390.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling