-13.9%
HUT vs CP
+25.9%
-39.8%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +24.8% | -0.7% | +25.4% | +25.5% |
| 30D | -28.4% | +9.6% | -38.0% | -36.7% |
| 3M | -31.2% | +2.2% | -33.5% | -34.7% |
| 6M | -40.2% | +11.1% | -51.3% | -49.7% |
| YTD | +32.9% | +28.2% | +4.7% | -5.6% |
| 1Y | +39.1% | +32.2% | +6.9% | -4.4% |
| 3Y | +462.8% | +35.5% | +427.2% | +272.3% |
| 5Y | -13.9% | +26.8% | -40.7% | -37.4% |
| All | -13.9% | +25.9% | -39.8% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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