-19.4%
HUT vs CHD
+31.9%
-51.3%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.3% |
| 7D | -10.9% | +2.4% | -13.3% | -10.3% |
| 30D | -32.6% | +13.9% | -46.5% | -30.6% |
| 3M | -33.7% | +8.5% | -42.2% | -32.1% |
| 6M | -42.3% | +20.4% | -62.7% | -40.4% |
| YTD | +23.6% | +34.5% | -11.0% | +28.6% |
| 1Y | +20.4% | +33.8% | -13.4% | +25.3% |
| 3Y | +423.2% | +29.1% | +394.1% | +404.1% |
| 5Y | -19.4% | +31.2% | -50.7% | -29.1% |
| All | -19.4% | +31.9% | -51.3% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling