+21.4%
HUT vs CMS
-1.6%
+23.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.1% | +16.7% | +12.2% |
| 7D | -11.4% | -1.3% | -10.1% | -11.9% |
| 30D | -41.0% | +6.3% | -47.4% | -37.6% |
| 3M | -41.9% | -2.1% | -39.9% | -42.3% |
| 6M | -51.7% | -5.1% | -46.6% | -52.3% |
| YTD | +14.6% | +1.3% | +13.4% | +18.0% |
| 1Y | +21.4% | -1.4% | +22.8% | +29.0% |
| All | +21.4% | -1.6% | +23.0% | +29.0% |
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