-26.8%
HUT vs CHD
+4.4%
-31.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.1% |
| 7D | +17.8% | -2.7% | +20.5% | +10.9% |
| 30D | +0.8% | -4.6% | +5.5% | -9.3% |
| 3M | -26.8% | +5.0% | -31.8% | -15.6% |
| All | -26.8% | +4.4% | -31.2% | -15.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling