+403.8%
HUT vs CRS
+897.4%
-493.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -4.4% |
| 7D | +2.8% | -4.1% | +7.0% | +5.0% |
| 30D | +2.1% | -16.6% | +18.6% | +11.6% |
| 3M | -14.3% | -14.3% | 0.0% | -7.8% |
| 6M | +84.2% | +11.6% | +72.6% | +75.6% |
| YTD | +97.2% | +42.6% | +54.6% | +66.2% |
| 1Y | +192.7% | +81.8% | +110.9% | +117.3% |
| 3Y | +712.6% | +632.1% | +80.5% | +214.1% |
| 5Y | +85.5% | +1,401.6% | -1,316.2% | -46.8% |
| All | +403.8% | +897.4% | -493.6% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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