+239.5%
HUT vs CHRW
+80.2%
+159.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.7% | +3.9% | +6.1% |
| 7D | +24.8% | -0.1% | +24.8% | +24.9% |
| 30D | -28.4% | -4.3% | -24.1% | -27.3% |
| 3M | -31.2% | -7.4% | -23.8% | -30.1% |
| 6M | -40.2% | -20.7% | -19.6% | -37.7% |
| YTD | +32.9% | -15.9% | +48.8% | +32.1% |
| 1Y | +39.1% | -9.9% | +48.9% | +33.6% |
| 3Y | +462.8% | +79.0% | +383.8% | +255.8% |
| 5Y | -13.9% | +61.3% | -75.2% | -41.3% |
| All | +239.5% | +80.2% | +159.3% | +105.7% |
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