+796.4%
HUT vs CMI
+149.3%
+647.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -1.9% |
| 7D | +18.9% | +0.7% | +18.2% | +17.8% |
| 30D | +12.0% | -12.3% | +24.3% | +34.5% |
| 3M | -14.9% | -16.8% | +1.9% | +9.9% |
| 6M | +96.8% | +1.5% | +95.3% | +99.2% |
| YTD | +108.8% | +9.8% | +99.0% | +99.1% |
| 1Y | +227.4% | +42.6% | +184.8% | +126.4% |
| All | +796.4% | +149.3% | +647.1% | +329.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling