+192.7%
HUT vs CHRW
+68.8%
+123.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.3% | +16.9% | +15.5% |
| 7D | -11.4% | +0.6% | -11.9% | -11.6% |
| 30D | -41.0% | -7.3% | -33.8% | -39.7% |
| 3M | -41.9% | -14.2% | -27.7% | -39.3% |
| 6M | -51.7% | -25.1% | -26.6% | -48.6% |
| YTD | +14.6% | -21.2% | +35.8% | +16.7% |
| 1Y | +21.4% | -14.2% | +35.6% | +18.6% |
| 3Y | +359.8% | +63.5% | +296.3% | +202.5% |
| 5Y | -27.5% | +49.6% | -77.1% | -49.1% |
| All | +192.7% | +68.8% | +123.9% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling