+59.8%
HUT vs CMS
-2.7%
+62.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.7% | -8.8% | -5.1% |
| 7D | +9.3% | +1.7% | +7.6% | +11.8% |
| 30D | -23.1% | +6.2% | -29.3% | -17.1% |
| 3M | -30.6% | +0.6% | -31.2% | -28.8% |
| 6M | -46.9% | -1.8% | -45.1% | -45.9% |
| YTD | +25.3% | +3.8% | +21.5% | +39.2% |
| 1Y | +59.8% | -1.8% | +61.6% | +88.2% |
| All | +59.8% | -2.7% | +62.5% | +88.2% |
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