+437.0%
HUT vs CHYM
-23.3%
+460.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.8% | +8.3% |
| 7D | +5.4% | -2.3% | +7.7% | +6.2% |
| 30D | +8.6% | +4.4% | +4.2% | +5.4% |
| 3M | -15.2% | +91.3% | -106.5% | -44.5% |
| 6M | +92.9% | +44.0% | +48.9% | +50.3% |
| YTD | +114.6% | +31.1% | +83.5% | +73.7% |
| 1Y | +208.5% | +37.8% | +170.7% | +137.4% |
| All | +437.0% | -23.3% | +460.3% | +369.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 10y: compounded portfolio wealth divided by compounded CHYM 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…
10y analysis · Full analysis span regression · 6 months rolling