-18.9%
HUT vs CMS
+34.5%
-53.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | +34.9% | -1.3% | +36.1% | +34.8% |
| 30D | -25.9% | +5.3% | -31.1% | -25.8% |
| 3M | -31.7% | -0.3% | -31.4% | -31.6% |
| 6M | -42.2% | -4.0% | -38.2% | -42.3% |
| YTD | +34.9% | +2.1% | +32.8% | +33.9% |
| 1Y | +48.5% | -4.7% | +53.2% | +49.0% |
| 3Y | +471.2% | +36.8% | +434.4% | +413.3% |
| 5Y | -18.9% | +34.9% | -53.7% | -19.8% |
| All | -18.9% | +34.5% | -53.4% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling