+420.1%
HUT vs CHRW
+98.9%
+321.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +5.7% |
| 7D | +17.8% | -1.4% | +19.2% | +18.5% |
| 30D | +0.8% | -3.5% | +4.3% | +2.1% |
| 3M | -26.8% | -19.4% | -7.4% | -22.1% |
| 6M | +72.6% | -21.4% | +93.9% | +84.2% |
| YTD | +103.6% | -7.1% | +110.8% | +97.0% |
| 1Y | +265.3% | +17.8% | +247.4% | +206.7% |
| 3Y | +689.4% | +78.8% | +610.6% | +415.2% |
| 5Y | +75.3% | +83.5% | -8.2% | +14.1% |
| All | +420.1% | +98.9% | +321.3% | +206.9% |
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 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