+86.1%
HUT vs CRS
+1,446.1%
-1,360.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +27.5% |
| 3M | -14.9% | -12.4% | -2.4% | -7.7% |
| 6M | +96.8% | +15.9% | +80.9% | +78.2% |
| YTD | +108.8% | +45.8% | +63.0% | +61.4% |
| 1Y | +227.4% | +87.8% | +139.6% | +110.7% |
| 3Y | +760.3% | +648.7% | +111.6% | +108.2% |
| 5Y | +86.1% | +1,416.6% | -1,330.6% | -70.5% |
| All | +86.1% | +1,446.1% | -1,360.0% | -70.5% |
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