+420.1%
HUT vs CMI
+335.2%
+84.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.4% | +3.4% |
| 7D | +17.8% | -0.7% | +18.5% | +18.6% |
| 30D | +0.8% | -13.4% | +14.3% | +16.7% |
| 3M | -26.8% | -17.0% | -9.8% | -10.6% |
| 6M | +72.6% | -1.6% | +74.2% | +83.5% |
| YTD | +103.6% | +11.0% | +92.6% | +99.5% |
| 1Y | +265.3% | +41.9% | +223.4% | +188.2% |
| 3Y | +689.4% | +151.8% | +537.6% | +305.8% |
| 5Y | +75.3% | +163.6% | -88.2% | -11.9% |
| All | +420.1% | +335.2% | +84.9% | +93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling