+1.7%
HUT vs CHD
+30.9%
-29.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +2.6% | -25.9% | -20.8% |
| 7D | -29.5% | +6.9% | -36.5% | -24.6% |
| 30D | -45.2% | +17.1% | -62.3% | -37.2% |
| 3M | -51.6% | +9.1% | -60.7% | -46.8% |
| 6M | -37.3% | +21.4% | -58.7% | -28.6% |
| YTD | +6.5% | +34.9% | -28.3% | +27.0% |
| 1Y | +1.7% | +31.0% | -29.3% | +19.6% |
| All | +1.7% | +30.9% | -29.2% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling