+1.7%
HUT vs CMI
+10.9%
-9.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -5.8% | -17.5% | -13.6% |
| 7D | -29.5% | -11.2% | -18.3% | -12.3% |
| 30D | -45.2% | -9.8% | -35.3% | -33.1% |
| 3M | -51.6% | -25.5% | -26.1% | -20.0% |
| 6M | -37.3% | -27.7% | -9.7% | +8.7% |
| YTD | +6.5% | -6.6% | +13.1% | +35.5% |
| 1Y | +1.7% | +11.7% | -9.9% | +4.7% |
| All | +1.7% | +10.9% | -9.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling