+420.1%
HUT vs CRS
+957.6%
-537.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +5.3% |
| 7D | +17.8% | -0.2% | +18.0% | +17.9% |
| 30D | +0.8% | -16.6% | +17.5% | +10.2% |
| 3M | -26.8% | -3.5% | -23.3% | -25.8% |
| 6M | +72.6% | +15.4% | +57.1% | +62.0% |
| YTD | +103.6% | +51.2% | +52.4% | +66.7% |
| 1Y | +265.3% | +98.3% | +167.0% | +159.2% |
| 3Y | +689.4% | +651.5% | +37.9% | +200.9% |
| 5Y | +75.3% | +1,411.1% | -1,335.8% | -50.2% |
| All | +420.1% | +957.6% | -537.5% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling