+821.5%
HUT vs CHTR
-65.7%
+887.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.7% | +5.1% | +8.3% |
| 7D | +5.4% | -4.1% | +9.5% | +6.0% |
| 30D | +8.6% | -3.0% | +11.6% | +8.5% |
| 3M | -15.2% | +4.8% | -20.0% | -17.5% |
| 6M | +92.9% | -35.0% | +127.9% | +109.8% |
| YTD | +114.6% | -30.2% | +144.8% | +127.8% |
| 1Y | +208.5% | -44.8% | +253.3% | +255.5% |
| 3Y | +821.5% | -66.6% | +888.0% | +1,212.7% |
| All | +821.5% | -65.7% | +887.1% | +1,212.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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