-51.7%
HUT vs CHRW
-23.7%
-28.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.3% | +16.9% | +13.6% |
| 7D | -11.4% | +0.6% | -11.9% | -10.9% |
| 30D | -41.0% | -7.3% | -33.8% | -42.5% |
| 3M | -41.9% | -14.2% | -27.7% | -45.0% |
| 6M | -51.7% | -25.1% | -26.6% | -51.9% |
| All | -51.7% | -23.7% | -28.0% | -51.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling