-13.9%
HUT vs CRS
+864.2%
-878.1%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.5% | +5.0% | +5.8% |
| 7D | +24.8% | +4.4% | +20.4% | +21.3% |
| 30D | -28.4% | -19.1% | -9.2% | -17.9% |
| 3M | -31.2% | -43.2% | +12.0% | +0.5% |
| 6M | -40.2% | -28.9% | -11.4% | -25.8% |
| YTD | +32.9% | -3.0% | +35.9% | +34.4% |
| 1Y | +39.1% | -5.3% | +44.4% | +43.3% |
| 3Y | +462.8% | +363.5% | +99.2% | +81.2% |
| 5Y | -13.9% | +858.2% | -872.1% | -84.6% |
| All | -13.9% | +864.2% | -878.1% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling