+1.7%
HUT vs CHRW
-10.6%
+12.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +0.2% | -23.5% | -23.2% |
| 7D | -29.5% | +4.9% | -34.4% | -29.5% |
| 30D | -45.2% | -4.8% | -40.4% | -45.2% |
| 3M | -51.6% | -13.1% | -38.5% | -51.7% |
| 6M | -37.3% | -16.3% | -21.0% | -40.1% |
| YTD | +6.5% | -15.8% | +22.3% | -21.5% |
| 1Y | +1.7% | -11.1% | +12.9% | -34.4% |
| All | +1.7% | -10.6% | +12.3% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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