+215.7%
HUT vs COR
+372.5%
-156.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -10.9% | +2.4% | -13.4% | -11.0% |
| 30D | -32.6% | +7.7% | -40.3% | -32.9% |
| 3M | -33.7% | +7.5% | -41.2% | -34.0% |
| 6M | -42.3% | +34.1% | -76.5% | -43.7% |
| YTD | +23.6% | +3.9% | +19.7% | +24.2% |
| 1Y | +20.4% | -3.6% | +24.0% | +22.9% |
| 3Y | +423.2% | +80.5% | +342.7% | +332.9% |
| 5Y | -19.4% | +194.9% | -214.3% | -43.3% |
| All | +215.7% | +372.5% | -156.9% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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