-33.8%
HUT vs CHRW
+49.0%
-82.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.3% | +16.9% | +15.4% |
| 7D | -11.4% | +0.6% | -11.9% | -11.6% |
| 30D | -41.0% | -7.3% | -33.8% | -39.8% |
| 3M | -41.9% | -14.2% | -27.7% | -39.5% |
| 6M | -51.7% | -25.1% | -26.6% | -49.0% |
| YTD | +14.6% | -21.2% | +35.8% | +15.2% |
| 1Y | +21.4% | -14.2% | +35.6% | +16.8% |
| 3Y | +359.8% | +63.5% | +296.3% | +184.1% |
| All | -33.8% | +49.0% | -82.8% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling