+453.2%
HUT vs CHTR
-57.1%
+510.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.1% | +10.5% | +7.8% |
| 7D | +28.3% | -0.3% | +28.6% | +27.9% |
| 30D | +12.3% | -4.5% | +16.8% | +12.6% |
| 3M | -16.8% | +10.2% | -27.1% | -22.8% |
| 6M | +111.4% | -37.2% | +148.6% | +140.1% |
| YTD | +116.6% | -30.2% | +146.7% | +131.8% |
| 1Y | +290.5% | -44.8% | +335.2% | +365.5% |
| 3Y | +792.3% | -65.5% | +857.8% | +1,167.9% |
| 5Y | +94.1% | -81.8% | +175.9% | +236.1% |
| All | +453.2% | -57.1% | +510.3% | +827.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling