+192.7%
HUT vs CMS
+109.5%
+83.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.1% | +16.7% | +14.5% |
| 7D | -11.4% | -1.3% | -10.1% | -11.4% |
| 30D | -41.0% | +6.3% | -47.4% | -41.0% |
| 3M | -41.9% | -2.1% | -39.9% | -41.9% |
| 6M | -51.7% | -5.1% | -46.6% | -51.7% |
| YTD | +14.6% | +1.3% | +13.4% | +14.3% |
| 1Y | +21.4% | -1.4% | +22.8% | +21.3% |
| 3Y | +359.8% | +36.9% | +322.9% | +344.5% |
| 5Y | -27.5% | +32.5% | -60.0% | -29.1% |
| All | +192.7% | +109.5% | +83.2% | +209.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling