+155.5%
HUT vs CP
+188.1%
-32.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -5.5% |
| 7D | -30.8% | +6.1% | -36.9% | -35.4% |
| 30D | -50.2% | +9.8% | -59.9% | -55.1% |
| 3M | -50.5% | +2.7% | -53.2% | -52.7% |
| 6M | -42.9% | +12.8% | -55.7% | -50.7% |
| YTD | 0.0% | +28.2% | -28.1% | -23.9% |
| 1Y | -2.2% | +34.1% | -36.4% | -28.4% |
| 3Y | +289.4% | +28.9% | +260.5% | +200.2% |
| 5Y | -36.7% | +27.1% | -63.8% | -48.7% |
| All | +155.5% | +188.1% | -32.7% | +34.3% |
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