+192.7%
HUT vs CNP
+94.5%
+98.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +1.7% | +12.9% | +13.8% |
| 7D | -11.4% | -4.2% | -7.2% | -9.3% |
| 30D | -41.0% | +5.5% | -46.6% | -42.2% |
| 3M | -41.9% | +0.6% | -42.5% | -41.8% |
| 6M | -51.7% | -2.8% | -48.8% | -51.2% |
| YTD | +14.6% | +7.9% | +6.7% | +9.8% |
| 1Y | +21.4% | +6.7% | +14.7% | +16.9% |
| 3Y | +359.8% | +61.1% | +298.7% | +256.0% |
| 5Y | -27.5% | +73.0% | -100.4% | -45.1% |
| All | +192.7% | +94.5% | +98.2% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling