+414.1%
CARR vs HUT
+3,944.6%
-3,530.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.3% | -1.8% |
| 7D | -4.1% | +2.8% | -7.0% | -4.4% |
| 30D | -11.0% | +2.1% | -13.0% | -11.3% |
| 3M | -16.4% | -14.3% | -2.1% | -16.1% |
| 6M | -2.4% | +84.2% | -86.6% | -8.1% |
| YTD | +8.4% | +97.2% | -88.8% | +0.8% |
| 1Y | -8.0% | +192.7% | -200.7% | -17.8% |
| 3Y | +0.6% | +712.6% | -712.0% | -21.3% |
| 5Y | +7.7% | +85.5% | -77.7% | -15.1% |
| All | +414.1% | +3,944.6% | -3,530.6% | +207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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