+717.0%
HUT vs CRL
+42.4%
+674.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.8% | +7.0% |
| 7D | +17.8% | -1.0% | +18.8% | +18.4% |
| 30D | +0.8% | +10.7% | -9.8% | -4.2% |
| 3M | -26.8% | +55.3% | -82.1% | -43.2% |
| 6M | +72.6% | +60.7% | +11.9% | +29.7% |
| YTD | +103.6% | +44.6% | +59.0% | +62.6% |
| 1Y | +265.3% | +77.7% | +187.5% | +160.1% |
| All | +717.0% | +42.4% | +674.6% | +601.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling