+217.0%
HUT vs CNP
+95.3%
+121.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +8.1% |
| 7D | +3.7% | -4.3% | +8.0% | +6.2% |
| 30D | -32.3% | +5.7% | -38.1% | -33.7% |
| 3M | -35.6% | +0.9% | -36.6% | -35.6% |
| 6M | -42.1% | -1.1% | -41.0% | -41.9% |
| YTD | +24.1% | +8.3% | +15.9% | +18.8% |
| 1Y | +27.9% | +5.9% | +22.0% | +23.5% |
| 3Y | +409.1% | +64.6% | +344.5% | +290.1% |
| 5Y | -25.9% | +74.6% | -100.5% | -44.2% |
| All | +217.0% | +95.3% | +121.8% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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