+420.1%
HUT vs CLX
-7.4%
+427.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.2% |
| 7D | +17.8% | -9.2% | +27.0% | +17.8% |
| 30D | +0.8% | -11.0% | +11.9% | +0.9% |
| 3M | -26.8% | +5.0% | -31.8% | -27.3% |
| 6M | +72.6% | -18.8% | +91.4% | +72.8% |
| YTD | +103.6% | -4.4% | +108.0% | +103.1% |
| 1Y | +265.3% | -21.9% | +287.1% | +266.6% |
| 3Y | +689.4% | -32.8% | +722.2% | +691.6% |
| 5Y | +75.3% | -34.6% | +109.9% | +71.8% |
| All | +420.1% | -7.4% | +427.5% | +444.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling