+441.9%
CARR vs HUT
+4,076.1%
-3,634.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.1% | +0.6% |
| 7D | +1.6% | +17.8% | -16.2% | +0.3% |
| 30D | -8.7% | +0.8% | -9.6% | -9.0% |
| 3M | -12.6% | -26.8% | +14.2% | -11.4% |
| 6M | -1.5% | +72.6% | -74.1% | -6.9% |
| YTD | +14.3% | +103.6% | -89.3% | +6.1% |
| 1Y | -4.6% | +265.3% | -269.8% | -16.2% |
| 3Y | +7.3% | +689.4% | -682.1% | -15.8% |
| 5Y | +11.6% | +75.3% | -63.7% | -12.0% |
| All | +441.9% | +4,076.1% | -3,634.2% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling