+420.1%
HUT vs CP
+180.9%
+239.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +5.9% |
| 7D | +17.8% | -2.7% | +20.5% | +20.9% |
| 30D | +0.8% | +0.2% | +0.7% | +0.4% |
| 3M | -26.8% | +2.6% | -29.3% | -29.9% |
| 6M | +72.6% | +6.0% | +66.6% | +61.9% |
| YTD | +103.6% | +24.9% | +78.7% | +61.7% |
| 1Y | +265.3% | +20.1% | +245.2% | +200.7% |
| 3Y | +689.4% | +16.4% | +673.0% | +579.4% |
| 5Y | +75.3% | +31.7% | +43.6% | +41.3% |
| All | +420.1% | +180.9% | +239.2% | +185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling