+10.7%
CARR vs HUT
+107.4%
-96.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.8% | -7.4% | +0.6% |
| 7D | -3.8% | +5.4% | -9.2% | -4.3% |
| 30D | -8.9% | +8.6% | -17.5% | -10.0% |
| 3M | -17.3% | -15.2% | -2.1% | -16.9% |
| 6M | -1.4% | +92.9% | -94.3% | -9.6% |
| YTD | +10.0% | +114.6% | -104.6% | -1.2% |
| 1Y | -6.4% | +208.5% | -214.9% | -20.2% |
| 3Y | +1.5% | +821.5% | -819.9% | -29.2% |
| All | +10.7% | +107.4% | -96.7% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling