+912.3%
HUT vs CTVA
+210.9%
+701.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | +2.8% | -4.7% | +7.5% | +5.7% |
| 30D | +2.1% | +11.1% | -9.0% | -5.1% |
| 3M | -14.3% | +13.7% | -28.0% | -23.5% |
| 6M | +84.2% | +11.2% | +73.0% | +65.6% |
| YTD | +97.2% | +26.9% | +70.3% | +63.1% |
| 1Y | +192.7% | +18.8% | +173.9% | +150.6% |
| 3Y | +712.6% | +75.9% | +636.6% | +431.1% |
| 5Y | +85.5% | +105.2% | -19.8% | +13.0% |
| All | +912.3% | +210.9% | +701.4% | +370.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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