+192.7%
HUT vs CPB
-27.1%
+219.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.3% | +15.9% | +14.1% |
| 7D | -11.4% | +8.0% | -19.3% | -7.7% |
| 30D | -41.0% | +22.4% | -63.4% | -35.2% |
| 3M | -41.9% | +2.5% | -44.4% | -39.7% |
| 6M | -51.7% | +12.2% | -63.9% | -47.7% |
| YTD | +14.6% | -12.8% | +27.4% | +17.0% |
| 1Y | +21.4% | -19.2% | +40.6% | +21.8% |
| 3Y | +359.8% | -35.6% | +395.4% | +343.4% |
| 5Y | -27.5% | -31.4% | +3.9% | -27.7% |
| All | +192.7% | -27.1% | +219.8% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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