+453.2%
HUT vs COR
+340.0%
+113.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.9% | +8.2% | +6.4% |
| 7D | +28.3% | -1.9% | +30.2% | +28.4% |
| 30D | +12.3% | +1.5% | +10.8% | +12.2% |
| 3M | -16.8% | +18.7% | -35.5% | -18.0% |
| 6M | +111.4% | -9.0% | +120.4% | +116.2% |
| YTD | +116.6% | -3.3% | +119.9% | +118.4% |
| 1Y | +290.5% | +9.8% | +280.6% | +281.5% |
| 3Y | +792.3% | +87.4% | +704.9% | +609.7% |
| 5Y | +94.1% | +180.5% | -86.4% | +36.2% |
| All | +453.2% | +340.0% | +113.2% | +262.6% |
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