+433.3%
HUT vs CLX
-10.8%
+444.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.6% |
| 7D | +18.9% | -4.9% | +23.8% | +18.9% |
| 30D | +12.0% | -15.8% | +27.8% | +12.0% |
| 3M | -14.9% | -7.9% | -6.9% | -14.9% |
| 6M | +96.8% | -19.0% | +115.8% | +96.9% |
| YTD | +108.8% | -7.9% | +116.7% | +108.2% |
| 1Y | +227.4% | -25.4% | +252.7% | +228.7% |
| 3Y | +760.3% | -35.0% | +795.3% | +762.6% |
| 5Y | +86.1% | -36.8% | +122.8% | +82.4% |
| All | +433.3% | -10.8% | +444.1% | +458.8% |
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