+420.1%
HUT vs CMS
+107.3%
+312.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.2% |
| 7D | +17.8% | +0.4% | +17.4% | +17.8% |
| 30D | +0.8% | -3.6% | +4.4% | +0.8% |
| 3M | -26.8% | -1.9% | -24.9% | -26.9% |
| 6M | +72.6% | -11.0% | +83.5% | +72.8% |
| YTD | +103.6% | +0.2% | +103.4% | +102.9% |
| 1Y | +265.3% | -1.3% | +266.6% | +264.3% |
| 3Y | +689.4% | +35.9% | +653.5% | +662.8% |
| 5Y | +75.3% | +23.1% | +52.3% | +71.5% |
| All | +420.1% | +107.3% | +312.8% | +448.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling