+118.3%
HUT vs CPNG
-76.9%
+195.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.2% |
| 7D | +2.8% | -5.4% | +8.3% | +5.7% |
| 30D | +2.1% | -11.1% | +13.1% | +7.8% |
| 3M | -14.3% | -3.0% | -11.3% | -14.1% |
| 6M | +84.2% | -23.5% | +107.7% | +103.4% |
| YTD | +97.2% | -37.8% | +135.0% | +145.3% |
| 1Y | +192.7% | -54.3% | +247.1% | +333.0% |
| 3Y | +712.6% | -20.8% | +733.3% | +764.7% |
| 5Y | +85.5% | -51.1% | +136.5% | +103.9% |
| All | +118.3% | -76.9% | +195.2% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling