+796.4%
HUT vs CRS
+636.8%
+159.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +18.9% | -0.5% | +19.4% | +19.2% |
| 30D | +12.0% | -18.1% | +30.1% | +27.2% |
| 3M | -14.9% | -12.4% | -2.4% | -7.8% |
| 6M | +96.8% | +15.9% | +80.9% | +78.6% |
| YTD | +108.8% | +45.8% | +63.0% | +63.4% |
| 1Y | +227.4% | +87.8% | +139.6% | +116.5% |
| All | +796.4% | +636.8% | +159.7% | +168.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling