+420.1%
HUT vs CHD
+119.1%
+301.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | +17.8% | -2.7% | +20.5% | +17.6% |
| 30D | +0.8% | -4.6% | +5.5% | +0.7% |
| 3M | -26.8% | +5.0% | -31.8% | -26.8% |
| 6M | +72.6% | -3.2% | +75.8% | +72.6% |
| YTD | +103.6% | +18.6% | +85.0% | +103.5% |
| 1Y | +265.3% | +4.8% | +260.4% | +266.1% |
| 3Y | +689.4% | +6.1% | +683.3% | +676.6% |
| 5Y | +75.3% | +24.0% | +51.4% | +66.4% |
| All | +420.1% | +119.1% | +301.0% | +393.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling