+193.2%
CSX vs HUT
+194.0%
-0.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +14.6% | -17.9% | -4.0% |
| 7D | -5.5% | -11.4% | +5.8% | -5.3% |
| 30D | +4.9% | -41.0% | +46.0% | +7.0% |
| 3M | -2.9% | -41.9% | +39.1% | -1.2% |
| 6M | +8.3% | -51.7% | +60.0% | +10.5% |
| YTD | +36.7% | +14.6% | +22.1% | +32.3% |
| 1Y | +41.5% | +21.4% | +20.1% | +35.9% |
| 3Y | +68.6% | +359.8% | -291.2% | +43.8% |
| 5Y | +48.4% | -27.5% | +75.9% | +30.6% |
| All | +193.2% | +194.0% | -0.8% | +97.3% |
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