+203.4%
CSX vs HUT
+156.6%
+46.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.1% | +3.8% | -2.1% |
| 7D | -2.7% | -30.8% | +28.1% | -1.3% |
| 30D | +7.0% | -50.2% | +57.2% | +10.0% |
| 3M | -0.3% | -50.5% | +50.2% | +2.2% |
| 6M | +13.5% | -42.9% | +56.5% | +14.6% |
| YTD | +41.5% | 0.0% | +41.5% | +37.8% |
| 1Y | +45.8% | -2.2% | +48.0% | +41.5% |
| 3Y | +74.4% | +289.4% | -215.0% | +50.0% |
| 5Y | +53.6% | -36.7% | +90.3% | +36.1% |
| All | +203.4% | +156.6% | +46.8% | +105.6% |
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