-31.6%
HUT vs CLX
-27.2%
-4.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +0.3% | +14.3% | +14.6% |
| 7D | -11.4% | +13.6% | -25.0% | -12.0% |
| 30D | -41.0% | +23.4% | -64.4% | -41.8% |
| 3M | -41.9% | -2.8% | -39.1% | -41.6% |
| 6M | -51.7% | +14.0% | -65.7% | -52.8% |
| YTD | +14.6% | +4.2% | +10.4% | +13.3% |
| 1Y | +21.4% | -1.2% | +22.6% | +21.0% |
| 3Y | +359.8% | -12.7% | +372.5% | +353.0% |
| All | -31.6% | -27.2% | -4.5% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling