+194.9%
CSX vs HUT
+422.3%
-227.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.3% | +0.6% |
| 7D | -3.4% | +17.8% | -21.2% | -4.2% |
| 30D | -3.1% | +0.8% | -3.9% | -3.3% |
| 3M | +7.2% | -26.8% | +34.0% | +8.1% |
| 6M | +16.2% | +72.6% | -56.4% | +11.6% |
| YTD | +37.5% | +103.6% | -66.1% | +30.4% |
| 1Y | +53.2% | +265.3% | -212.0% | +39.7% |
| 3Y | +68.2% | +689.4% | -621.2% | +40.5% |
| 5Y | +65.2% | +75.3% | -10.1% | +40.1% |
| All | +194.9% | +422.3% | -227.4% | +94.5% |
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 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