+85.5%
HUT vs CHTR
-82.1%
+167.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.0% | -10.5% | -7.3% |
| 7D | +2.8% | -7.1% | +10.0% | +5.3% |
| 30D | +2.1% | -10.9% | +12.9% | +4.8% |
| 3M | -14.3% | +2.0% | -16.3% | -18.4% |
| 6M | +84.2% | -35.9% | +120.1% | +108.8% |
| YTD | +97.2% | -32.7% | +129.9% | +114.7% |
| 1Y | +192.7% | -46.6% | +239.3% | +261.1% |
| 3Y | +712.6% | -66.7% | +779.3% | +1,148.8% |
| 5Y | +85.5% | -82.1% | +167.6% | +201.6% |
| All | +85.5% | -82.1% | +167.6% | +201.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling