+543.2%
HUT vs CTVA
+131.3%
+412.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.6% | -9.7% | -8.4% |
| 7D | +9.3% | -20.8% | +30.1% | +19.8% |
| 30D | -23.1% | -29.6% | +6.5% | -11.1% |
| 3M | -30.6% | -16.9% | -13.7% | -28.8% |
| 6M | -46.9% | -24.3% | -22.6% | -43.5% |
| YTD | +25.3% | -5.6% | +30.9% | +14.6% |
| 1Y | +59.8% | -4.2% | +64.0% | +45.1% |
| 3Y | +467.2% | +43.3% | +423.9% | +289.9% |
| 5Y | -24.6% | +35.7% | -60.4% | -45.2% |
| All | +543.2% | +131.3% | +412.0% | +230.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling