+720.6%
HUT vs CHRW
+78.9%
+641.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +5.9% |
| 7D | +17.8% | -1.4% | +19.2% | +18.2% |
| 30D | +0.8% | -3.5% | +4.3% | +1.6% |
| 3M | -26.8% | -19.4% | -7.4% | -23.6% |
| 6M | +72.6% | -21.4% | +93.9% | +80.8% |
| YTD | +103.6% | -7.1% | +110.8% | +96.4% |
| 1Y | +265.3% | +17.8% | +247.4% | +214.6% |
| All | +720.6% | +78.9% | +641.7% | +507.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling