+215.7%
HUT vs CLX
+7.7%
+208.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.4% |
| 7D | -10.9% | +13.6% | -24.6% | -10.7% |
| 30D | -32.6% | +29.1% | -61.7% | -32.4% |
| 3M | -33.7% | +1.6% | -35.3% | -33.5% |
| 6M | -42.3% | +18.7% | -61.1% | -42.4% |
| YTD | +23.6% | +11.1% | +12.5% | +23.6% |
| 1Y | +20.4% | +7.0% | +13.4% | +20.6% |
| 3Y | +423.2% | -10.0% | +433.2% | +424.6% |
| 5Y | -19.4% | -22.6% | +3.2% | -20.7% |
| All | +215.7% | +7.7% | +208.0% | +231.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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