+94.1%
HUT vs CLX
-35.2%
+129.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +7.9% | +6.5% |
| 7D | +28.3% | -3.5% | +31.8% | +28.6% |
| 30D | +12.3% | -11.9% | +24.2% | +13.3% |
| 3M | -16.8% | -2.6% | -14.2% | -17.4% |
| 6M | +111.4% | -18.2% | +129.5% | +114.4% |
| YTD | +116.6% | -5.9% | +122.5% | +115.2% |
| 1Y | +290.5% | -23.8% | +314.3% | +300.5% |
| 3Y | +792.3% | -33.6% | +825.9% | +820.8% |
| 5Y | +94.1% | -35.7% | +129.8% | +71.1% |
| All | +94.1% | -35.2% | +129.3% | +71.1% |
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