-42.9%
HUT vs CP
+13.0%
-55.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -6.3% |
| 7D | -30.8% | +6.1% | -36.9% | -30.3% |
| 30D | -50.2% | +9.8% | -59.9% | -50.2% |
| 3M | -50.5% | +2.7% | -53.2% | -49.9% |
| 6M | -42.9% | +12.8% | -55.7% | -54.2% |
| All | -42.9% | +13.0% | -55.9% | -54.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling