+359.8%
HUT vs CHRW
+63.9%
+295.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.3% | +16.9% | +15.1% |
| 7D | -11.4% | +0.6% | -11.9% | -11.4% |
| 30D | -41.0% | -7.3% | -33.8% | -40.3% |
| 3M | -41.9% | -14.2% | -27.7% | -40.5% |
| 6M | -51.7% | -25.1% | -26.6% | -50.3% |
| YTD | +14.6% | -21.2% | +35.8% | +13.7% |
| 1Y | +21.4% | -14.2% | +35.6% | +16.6% |
| 3Y | +359.8% | +63.5% | +296.3% | +239.5% |
| All | +359.8% | +63.9% | +295.9% | +239.5% |
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