+420.1%
HUT vs CLF
+67.1%
+353.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.4% | +5.4% |
| 7D | +17.8% | +7.6% | +10.2% | +14.2% |
| 30D | +0.8% | -1.2% | +2.0% | +0.9% |
| 3M | -26.8% | -13.4% | -13.4% | -24.0% |
| 6M | +72.6% | +15.4% | +57.1% | +58.3% |
| YTD | +103.6% | -5.9% | +109.5% | +99.1% |
| 1Y | +265.3% | +18.8% | +246.4% | +221.4% |
| 3Y | +689.4% | -19.4% | +708.8% | +663.4% |
| 5Y | +75.3% | -47.7% | +123.1% | +96.4% |
| All | +420.1% | +67.1% | +353.0% | +220.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling