-25.9%
HUT vs COR
+192.5%
-218.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.7% | +4.6% | +9.4% |
| 7D | +3.7% | +2.3% | +1.3% | +4.8% |
| 30D | -32.3% | +6.8% | -39.1% | -30.6% |
| 3M | -35.6% | +8.1% | -43.7% | -33.7% |
| 6M | -42.1% | +33.0% | -75.1% | -36.8% |
| YTD | +24.1% | +3.0% | +21.1% | +34.7% |
| 1Y | +27.9% | -3.4% | +31.3% | +39.5% |
| 3Y | +409.1% | +80.1% | +329.0% | +326.3% |
| 5Y | -25.9% | +194.7% | -220.7% | -53.3% |
| All | -25.9% | +192.5% | -218.4% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling