+359.8%
HUT vs CRL
+86.4%
+273.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +7.8% | +6.8% | +10.2% |
| 7D | -11.4% | -6.1% | -5.3% | -6.9% |
| 30D | -41.0% | +12.4% | -53.4% | -43.4% |
| 3M | -41.9% | +27.1% | -69.0% | -47.8% |
| 6M | -51.7% | +85.7% | -137.4% | -65.6% |
| YTD | +14.6% | +69.2% | -54.6% | -14.4% |
| 1Y | +21.4% | +97.5% | -76.1% | -16.5% |
| 3Y | +359.8% | +86.1% | +273.7% | +237.7% |
| All | +359.8% | +86.4% | +273.4% | +237.7% |
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