+217.0%
HUT vs CRL
+216.2%
+0.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.7% | +3.6% | +4.9% |
| 7D | +3.7% | +4.4% | -0.7% | +2.6% |
| 30D | -32.3% | +17.1% | -49.4% | -38.1% |
| 3M | -35.6% | +32.1% | -67.7% | -46.2% |
| 6M | -42.1% | +98.9% | -141.0% | -65.5% |
| YTD | +24.1% | +77.1% | -53.0% | -19.9% |
| 1Y | +27.9% | +110.3% | -82.4% | -27.3% |
| 3Y | +409.1% | +108.5% | +300.6% | +159.4% |
| 5Y | -25.9% | -7.9% | -18.1% | -25.9% |
| All | +217.0% | +216.2% | +0.8% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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