+448.2%
HUT vs CMI
+332.1%
+116.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.2% | +7.6% | +7.6% |
| 7D | +5.4% | -0.7% | +6.1% | +6.3% |
| 30D | +8.6% | -12.4% | +21.0% | +24.3% |
| 3M | -15.2% | -14.8% | -0.5% | +0.2% |
| 6M | +92.9% | +0.8% | +92.1% | +100.4% |
| YTD | +114.6% | +10.2% | +104.4% | +112.1% |
| 1Y | +208.5% | +37.4% | +171.1% | +151.0% |
| 3Y | +821.5% | +153.3% | +668.2% | +373.1% |
| 5Y | +101.8% | +167.6% | -65.8% | +0.9% |
| All | +448.2% | +332.1% | +116.1% | +105.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling