+1.7%
HUT vs CMS
+1.4%
+0.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +1.4% | -24.6% | -21.8% |
| 7D | -29.5% | +4.1% | -33.6% | -26.5% |
| 30D | -45.2% | +10.9% | -56.0% | -40.1% |
| 3M | -51.6% | -0.2% | -51.4% | -51.0% |
| 6M | -37.3% | -4.7% | -32.6% | -36.6% |
| YTD | +6.5% | +3.9% | +2.6% | +11.6% |
| 1Y | +1.7% | +0.4% | +1.4% | +12.0% |
| All | +1.7% | +1.4% | +0.3% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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