+394.0%
CARR vs HUT
+2,470.1%
-2,076.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.8% | +0.2% |
| 7D | +3.5% | +9.3% | -5.9% | +2.8% |
| 30D | +0.4% | -23.1% | +23.5% | +1.7% |
| 3M | -14.1% | -30.6% | +16.5% | -12.7% |
| 6M | -16.7% | -46.9% | +30.2% | -14.4% |
| YTD | +4.2% | +25.3% | -21.1% | -0.7% |
| 1Y | -0.2% | +59.8% | -60.0% | -7.0% |
| 3Y | +10.9% | +467.2% | -456.3% | -11.4% |
| 5Y | +3.9% | -24.6% | +28.5% | -14.6% |
| All | +394.0% | +2,470.1% | -2,076.1% | +202.8% |
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