+204.9%
CSX vs HUT
+217.0%
-12.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +0.7% | -10.9% | +11.7% | +1.0% |
| 30D | +8.1% | -32.6% | +40.7% | +9.6% |
| 3M | +2.2% | -33.7% | +35.9% | +3.3% |
| 6M | +14.6% | -42.3% | +56.9% | +15.9% |
| YTD | +42.2% | +23.6% | +18.6% | +37.1% |
| 1Y | +47.3% | +20.4% | +27.0% | +41.5% |
| 3Y | +73.5% | +423.2% | -349.7% | +47.1% |
| 5Y | +54.1% | -19.4% | +73.5% | +35.0% |
| All | +204.9% | +217.0% | -12.1% | +104.4% |
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 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