+420.1%
HUT vs CRL
+158.2%
+261.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.8% | +7.4% |
| 7D | +17.8% | -1.0% | +18.8% | +18.6% |
| 30D | +0.8% | +10.7% | -9.8% | -6.2% |
| 3M | -26.8% | +55.3% | -82.1% | -48.3% |
| 6M | +72.6% | +60.7% | +11.9% | +16.6% |
| YTD | +103.6% | +44.6% | +59.0% | +49.0% |
| 1Y | +265.3% | +77.7% | +187.5% | +126.3% |
| 3Y | +689.4% | +37.6% | +651.8% | +442.5% |
| 5Y | +75.3% | -35.8% | +111.2% | +121.4% |
| All | +420.1% | +158.2% | +261.9% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling