+239.5%
HUT vs CHD
+149.0%
+90.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.3% | +7.6% |
| 7D | +24.8% | 0.0% | +24.8% | +24.8% |
| 30D | -28.4% | +12.2% | -40.5% | -27.6% |
| 3M | -31.2% | +9.3% | -40.5% | -30.6% |
| 6M | -40.2% | +24.3% | -64.5% | -39.7% |
| YTD | +32.9% | +34.9% | -1.9% | +34.3% |
| 1Y | +39.1% | +32.7% | +6.4% | +40.5% |
| 3Y | +462.8% | +29.4% | +433.3% | +452.9% |
| 5Y | -13.9% | +31.7% | -45.6% | -17.1% |
| All | +239.5% | +149.0% | +90.5% | +225.6% |
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