+244.6%
HUT vs CNP
+95.9%
+148.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +34.9% | +2.5% | +32.4% | +33.6% |
| 30D | -25.9% | +4.0% | -29.9% | -26.9% |
| 3M | -31.7% | +1.6% | -33.4% | -31.9% |
| 6M | -42.2% | -1.7% | -40.6% | -42.0% |
| YTD | +34.9% | +8.6% | +26.3% | +28.9% |
| 1Y | +48.5% | +5.8% | +42.7% | +43.5% |
| 3Y | +471.2% | +63.0% | +408.2% | +339.9% |
| 5Y | -18.9% | +74.7% | -93.5% | -38.9% |
| All | +244.6% | +95.9% | +148.7% | +122.9% |
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