+192.7%
HUT vs CSGP
-14.7%
+207.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -4.7% | +19.3% | +16.7% |
| 7D | -11.4% | +1.3% | -12.6% | -13.1% |
| 30D | -41.0% | +10.7% | -51.7% | -46.9% |
| 3M | -41.9% | +3.3% | -45.2% | -47.2% |
| 6M | -51.7% | -10.3% | -41.3% | -54.1% |
| YTD | +14.6% | -54.6% | +69.2% | +62.1% |
| 1Y | +21.4% | -54.6% | +76.0% | +72.6% |
| 3Y | +359.8% | -60.3% | +420.2% | +573.7% |
| 5Y | -27.5% | -63.3% | +35.8% | +12.5% |
| All | +192.7% | -14.7% | +207.4% | +291.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling