-42.2%
HUT vs CRS
-30.0%
-12.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.6% |
| 7D | +34.9% | +7.4% | +27.5% | +28.9% |
| 30D | -25.9% | -21.2% | -4.7% | -14.9% |
| 3M | -31.7% | -43.3% | +11.6% | -4.3% |
| 6M | -42.2% | -29.4% | -12.9% | -40.2% |
| All | -42.2% | -30.0% | -12.2% | -40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling