+10.9%
CARR vs HUT
+445.7%
-434.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.8% | +0.3% |
| 7D | +3.5% | +9.3% | -5.9% | +2.6% |
| 30D | +0.4% | -23.1% | +23.5% | +1.9% |
| 3M | -14.1% | -30.6% | +16.5% | -12.4% |
| 6M | -16.7% | -46.9% | +30.2% | -13.9% |
| YTD | +4.2% | +25.3% | -21.1% | -1.8% |
| 1Y | -0.2% | +59.8% | -60.0% | -8.5% |
| 3Y | +10.9% | +467.2% | -456.3% | -12.0% |
| All | +10.9% | +445.7% | -434.8% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling