+453.2%
HUT vs CHRW
+102.2%
+351.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.7% | +4.7% | +5.7% |
| 7D | +28.3% | +1.9% | +26.3% | +27.3% |
| 30D | +12.3% | +0.9% | +11.4% | +11.7% |
| 3M | -16.8% | -19.9% | +3.1% | -11.1% |
| 6M | +111.4% | -15.8% | +127.2% | +117.9% |
| YTD | +116.6% | -5.6% | +122.2% | +108.1% |
| 1Y | +290.5% | +21.0% | +269.4% | +223.8% |
| 3Y | +792.3% | +86.0% | +706.3% | +471.0% |
| 5Y | +94.1% | +88.6% | +5.5% | +24.8% |
| All | +453.2% | +102.2% | +351.0% | +224.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling