+220.1%
HUT vs CMI
+250.9%
-30.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.7% | -6.4% | -6.4% |
| 7D | +9.3% | +0.5% | +8.9% | +9.0% |
| 30D | -23.1% | -14.0% | -9.1% | -8.0% |
| 3M | -30.6% | -28.1% | -2.5% | -0.2% |
| 6M | -46.9% | -35.8% | -11.0% | -13.9% |
| YTD | +25.3% | -10.5% | +35.8% | +57.2% |
| 1Y | +59.8% | -1.9% | +61.7% | +84.7% |
| 3Y | +467.2% | +121.0% | +346.2% | +249.2% |
| 5Y | -24.6% | +114.6% | -139.2% | -51.7% |
| All | +220.1% | +250.9% | -30.8% | +52.6% |
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